DSpace at EWHA: Optimal tests against the alternative hypothesis of panel unit roots

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DC Field	Value	Language
dc.contributor.author	신동완	*
dc.date.accessioned	2016-10-20T02:10:31Z	-
dc.date.available	2016-10-20T02:10:31Z	-
dc.date.issued	2009	*
dc.identifier.issn	0167-9473	*
dc.identifier.other	OAK-5528	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/232478	-
dc.description.abstract	For 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.language	English	*
dc.title	Optimal tests against the alternative hypothesis of panel unit roots	*
dc.type	Article	*
dc.relation.issue	6	*
dc.relation.volume	53	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	2275	*
dc.relation.lastpage	2283	*
dc.relation.journaltitle	Computational Statistics and Data Analysis	*
dc.identifier.doi	10.1016/j.csda.2008.06.014	*
dc.identifier.wosid	WOS:000264907200025	*
dc.identifier.scopusid	2-s2.0-61549093346	*
dc.author.google	Lee Y.	*
dc.author.google	Shin D.W.	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*