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dc.contributor.author신동완-
dc.date.accessioned2017-08-28T20:05:13Z-
dc.date.available2017-08-28T20:05:13Z-
dc.date.issued2009-
dc.identifier.issn0167-9473-
dc.identifier.urihttp://dspace.ewha.ac.kr/handle/2015.oak/232478-
dc.description.abstractFor panel models with random individual and time effects, locally best invariant (LBI) tests are constructed for the null hypothesis of stationarity against the alternative hypothesis of panel unit root. Finite sample properties of the proposed test and an existing test are compared by a Monte Carlo simulation. © 2008 Elsevier B.V. All rights reserved.-
dc.languageEnglish-
dc.titleOptimal tests against the alternative hypothesis of panel unit roots-
dc.typeArticle-
dc.relation.issue6-
dc.relation.volume53-
dc.relation.indexSCIE-
dc.relation.indexSCOPUS-
dc.relation.startpage2275-
dc.relation.lastpage2283-
dc.relation.journaltitleComputational Statistics and Data Analysis-
dc.identifier.doi10.1016/j.csda.2008.06.014-
dc.identifier.wosidWOS:000264907200025-
dc.identifier.scopusid2-s2.0-61549093346-
dc.author.googleLee Y.-
dc.author.googleShin D.W.-
dc.contributor.scopusid신동완(7403352539)-
dc.date.modifydate20170601133439-
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자연과학대학 > 통계학전공 > Journal papers
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