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dc.contributor.author오만숙-
dc.contributor.author신동완-
dc.date.accessioned2016-08-28T11:08:27Z-
dc.date.available2016-08-28T11:08:27Z-
dc.date.issued2004-
dc.identifier.issn0165-1765-
dc.identifier.otherOAK-12824-
dc.identifier.urihttps://dspace.ewha.ac.kr/handle/2015.oak/228892-
dc.description.abstractRecursive mean adjustment is applied for the t-bar test for panel unit roots. A Monte-Carlo experiment shows that the recursively mean adjusted test has substantially greater power than the ordinarily mean adjusted test. © 2004 Elsevier B.V. All rights reserved.-
dc.languageEnglish-
dc.titleRecursive mean adjustment for panel unit root tests-
dc.typeArticle-
dc.relation.issue3-
dc.relation.volume84-
dc.relation.indexSSCI-
dc.relation.indexSCOPUS-
dc.relation.startpage433-
dc.relation.lastpage439-
dc.relation.journaltitleEconomics Letters-
dc.identifier.doi10.1016/j.econlet.2004.03.014-
dc.identifier.scopusid2-s2.0-3342989145-
dc.author.googleShin D.W.-
dc.author.googleKang S.-
dc.author.googleOh M.S.-
dc.contributor.scopusid오만숙(7201600334)-
dc.contributor.scopusid신동완(7403352539)-
dc.date.modifydate20170601134935-
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