DSpace at EWHA: An instrumental variable approach for panel unit root tests under cross-sectional dependence

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DC Field	Value	Language
dc.contributor.author	신동완	*
dc.contributor.author	강승호	*
dc.date.accessioned	2017-02-15T08:02:30Z	-
dc.date.available	2017-02-15T08:02:30Z	-
dc.date.issued	2006	*
dc.identifier.issn	0304-4076	*
dc.identifier.other	OAK-3533	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/234102	-
dc.description.abstract	For dynamic panel models with cross-sectional dependence, several unit root tests are constructed using a Huber-type instrument, whose null asymptotics are standard Gaussian and do not depend on nuisance parameters. A Monte-Carlo simulation shows that the proposed tests have better sizes and comparable powers relative to other two existing tests developed for cross-sectionally dependent dynamic panel models. © 2005 Elsevier B.V. All rights reserved.	*
dc.language	English	*
dc.title	An instrumental variable approach for panel unit root tests under cross-sectional dependence	*
dc.type	Article	*
dc.relation.issue	1	*
dc.relation.volume	134	*
dc.relation.index	SCIE	*
dc.relation.index	SSCI	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	215	*
dc.relation.lastpage	234	*
dc.relation.journaltitle	Journal of Econometrics	*
dc.identifier.doi	10.1016/j.jeconom.2005.06.021	*
dc.identifier.wosid	WOS:000240416000007	*
dc.identifier.scopusid	2-s2.0-33746267216	*
dc.author.google	Shin D.W.	*
dc.author.google	Kang S.	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.contributor.scopusid	강승호(7405663992)	*
dc.date.modifydate	20240116115756	*