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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
오만숙신동완
SCOPUS Author ID
오만숙scopus; 신동완scopus
Issue Date
2004
Journal Title
Economics Letters
ISSN
0165-1765JCR Link
Citation
vol. 84, no. 3, pp. 433 - 439
Indexed
SSCI; SCOPUS scopus
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
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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