DSpace at EWHA: Unit root tests for panel MTAR model with cross-sectionally dependent error

View : 767 Download: 0

Full metadata record

DC Field	Value	Language
dc.contributor.author	이외숙	*
dc.contributor.author	신동완	*
dc.date.accessioned	2017-01-05T02:01:00Z	-
dc.date.available	2017-01-05T02:01:00Z	-
dc.date.issued	2008	*
dc.identifier.issn	0026-1335	*
dc.identifier.other	OAK-4689	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/233555	-
dc.description.abstract	Unit root tests are constructed for dynamic panels whose component series are momentum threshold autoregressive processes. Gaussian null asymptotics are established for the proposed tests. A Monte-Carlo experiment is conducted to compare finite sample properties of the proposed tests. The tests are illustrated by a real data set. © 2007 Springer-Verlag.	*
dc.language	English	*
dc.title	Unit root tests for panel MTAR model with cross-sectionally dependent error	*
dc.type	Article	*
dc.relation.issue	3	*
dc.relation.volume	67	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	315	*
dc.relation.lastpage	326	*
dc.relation.journaltitle	Metrika	*
dc.identifier.doi	10.1007/s00184-007-0135-6	*
dc.identifier.wosid	WOS:000254204100005	*
dc.identifier.scopusid	2-s2.0-41049096197	*
dc.author.google	Shin D.W.	*
dc.author.google	Lee O.	*
dc.contributor.scopusid	이외숙(8425708300)	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*