Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 소병수 | - |
dc.date.accessioned | 2016-08-28T11:08:23Z | - |
dc.date.available | 2016-08-28T11:08:23Z | - |
dc.date.issued | 2004 | - |
dc.identifier.issn | 0165-1765 | - |
dc.identifier.other | OAK-12782 | - |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/228854 | - |
dc.description.abstract | We 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.language | English | - |
dc.title | Robust tests for unit roots in heterogeneous panels | - |
dc.type | Article | - |
dc.relation.issue | 1 | - |
dc.relation.volume | 84 | - |
dc.relation.index | SSCI | - |
dc.relation.index | SCOPUS | - |
dc.relation.startpage | 35 | - |
dc.relation.lastpage | 41 | - |
dc.relation.journaltitle | Economics Letters | - |
dc.identifier.doi | 10.1016/j.econlet.2003.12.009 | - |
dc.identifier.scopusid | 2-s2.0-2542443458 | - |
dc.author.google | Oh Y.J. | - |
dc.author.google | So B.S. | - |
dc.contributor.scopusid | 소병수(7005199584) | - |
dc.date.modifydate | 20211102105704 | - |