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자연과학대학
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Journal papers
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Recursive mean adjustment for panel unit root tests
Title
Recursive mean adjustment for panel unit root tests
Authors
Shin D.W.
;
Kang S.
;
Oh M.S.
Ewha Authors
오만숙
;
신동완
SCOPUS Author ID
오만숙
; 신동완
Issue Date
2004
Journal Title
Economics Letters
ISSN
0165-1765
Citation
Economics Letters vol. 84, no. 3, pp. 433 - 439
Indexed
SSCI; SCOPUS
Document Type
Article
Abstract
Recursive mean adjustment is applied for the t-bar test for panel unit roots. A Monte-Carlo experiment shows that the recursively mean adjusted test has substantially greater power than the ordinarily mean adjusted test. © 2004 Elsevier B.V. All rights reserved.
DOI
10.1016/j.econlet.2004.03.014
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