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Stationary bootstrapping for semiparametric panel unit root tests

Title
Stationary bootstrapping for semiparametric panel unit root tests
Authors
Hwang E.Shin D.W.
Ewha Authors
신동완황은주
SCOPUS Author ID
신동완scopus; 황은주scopus
Issue Date
2015
Journal Title
Computational Statistics and Data Analysis
ISSN
0167-9473JCR Link
Citation
Computational Statistics and Data Analysis vol. 83, pp. 14 - 25
Publisher
Elsevier
Indexed
SCIE; SCOPUS WOS scopus
Document Type
Article
Abstract
Cross-sectional dependence; Difference-based bootstrapping; Recursive mean adjustment; Residual-based bootstrapping
DOI
10.1016/j.csda.2014.09.004
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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