DSpace at EWHA: Unit root tests for cross-sectionally dependent seasonal panels

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DC Field	Value	Language
dc.contributor.author	신동완	*
dc.contributor.author	이용희	*
dc.date.accessioned	2017-02-15T08:02:50Z	-
dc.date.available	2017-02-15T08:02:50Z	-
dc.date.issued	2006	*
dc.identifier.issn	0165-1765	*
dc.identifier.other	OAK-3740	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/234203	-
dc.description.abstract	Unit root tests are developed for seasonal panel models with cross-sectionally dependent errors. The tests are based on an instrumental variable estimator and have standard Gaussian null asymptotics. © 2006 Elsevier B.V. All rights reserved.	*
dc.language	English	*
dc.title	Unit root tests for cross-sectionally dependent seasonal panels	*
dc.type	Article	*
dc.relation.issue	3	*
dc.relation.volume	93	*
dc.relation.index	SSCI	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	311	*
dc.relation.lastpage	317	*
dc.relation.journaltitle	Economics Letters	*
dc.identifier.doi	10.1016/j.econlet.2006.05.021	*
dc.identifier.wosid	WOS:000243186500001	*
dc.identifier.scopusid	2-s2.0-33751176680	*
dc.author.google	Lee Y.	*
dc.author.google	Shin D.W.	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.contributor.scopusid	이용희(35737417000)	*
dc.date.modifydate	20240116115756	*