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Statistical tests / Parametric statistics / Statistical methods / T-statistic / Unit root / Dickey–Fuller test / Autoregressive conditional heteroskedasticity / Panel data / Panel analysis / Statistics / Time series analysis / Econometrics


Journal of Econometrics–24 www.elsevier.com/locate/econbase Unit root tests in panel data: asymptotic and "nite-sample properties Andrew Levina , Chien-Fu Linb , Chia-Shang James Chub; ∗
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Document Date: 2006-07-14 23:15:01

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City

Washington / DC / Taipei / /

Company

Elsevier Science B.V. / Diebold / /

Country

Taiwan / United States / /

Facility

National Taiwan University / /

Holiday

Assumption / /

Organization

Department Reserve Board of Governors / National Taiwan University / /

Person

Andrew Levina / James Chub / Chien-Fu Linb / /

Position

Corresponding author / /

ProgrammingLanguage

DC / L / /

PublishedMedium

Journal of Econometrics / /

Technology

Simulation / /

URL

www.elsevier.com/locate/econbase / /

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