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dc.contributor.author소병수-
dc.date.accessioned2016-08-28T11:08:23Z-
dc.date.available2016-08-28T11:08:23Z-
dc.date.issued2004-
dc.identifier.issn0165-1765-
dc.identifier.otherOAK-12782-
dc.identifier.urihttps://dspace.ewha.ac.kr/handle/2015.oak/228854-
dc.description.abstractWe propose a robust test for unit roots in dynamic heterogeneous panels based on the sum of sign-type test statistics across the groups. Our test has an exact binomial null distribution and is consistent for a wide class of partially stationary processes with heterogeneous heavy-tailed errors. Monte-Carlo simulation shows that the new test has a stable size and is more powerful than the tests based on the ordinary least squares estimators (OLSE) in heterogeneous panels with heavy-tailed errors. © 2004 Elsevier B.V. All rights reserved.-
dc.languageEnglish-
dc.titleRobust tests for unit roots in heterogeneous panels-
dc.typeArticle-
dc.relation.issue1-
dc.relation.volume84-
dc.relation.indexSSCI-
dc.relation.indexSCOPUS-
dc.relation.startpage35-
dc.relation.lastpage41-
dc.relation.journaltitleEconomics Letters-
dc.identifier.doi10.1016/j.econlet.2003.12.009-
dc.identifier.scopusid2-s2.0-2542443458-
dc.author.googleOh Y.J.-
dc.author.googleSo B.S.-
dc.contributor.scopusid소병수(7005199584)-
dc.date.modifydate20211102105704-
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자연과학대학 > 통계학전공 > Journal papers
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