DSpace at EWHA: Robust panel unit root tests for cross-sectionally dependent multiple time series

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DC Field	Value	Language
dc.contributor.author	신동완	*
dc.date.accessioned	2016-08-28T12:08:26Z	-
dc.date.available	2016-08-28T12:08:26Z	-
dc.date.issued	2010	*
dc.identifier.issn	0167-9473	*
dc.identifier.other	OAK-6713	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/220903	-
dc.description.abstract	Robust panel unit root tests are developed for cross-sectionally dependent multiple time series. The tests have limiting null distributions derived from standard normal distributions. A Monte Carlo experiment shows that the tests have better finite sample robust performance than existing tests. Some Latin American real exchange rates revealing many outlying observations are analyzed to check the purchasing power parity (PPP) theory. © 2010 Elsevier B.V. All rights reserved.	*
dc.language	English	*
dc.title	Robust panel unit root tests for cross-sectionally dependent multiple time series	*
dc.type	Article	*
dc.relation.issue	11	*
dc.relation.volume	54	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	2801	*
dc.relation.lastpage	2813	*
dc.relation.journaltitle	Computational Statistics and Data Analysis	*
dc.identifier.doi	10.1016/j.csda.2010.02.011	*
dc.identifier.wosid	WOS:000279657800032	*
dc.identifier.scopusid	2-s2.0-77955274759	*
dc.author.google	Shin D.W.	*
dc.author.google	Park S.	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*