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Please use this identifier to cite or link to this item: https://hdl.handle.net/1959.11/6584
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dc.contributor.authorHoang, Namen
dc.date.accessioned2010-09-24T16:01:00Z-
dc.date.issued2006-
dc.identifier.urihttps://hdl.handle.net/1959.11/6584-
dc.description.abstractIn this paper, the performances of panel data unit root tests are considered and various estimation methods under different properties of data are compared. It is shown that weighted symmetric estimation increases the power of the tests without adversely affecting the size, for most data properties and most panels of dimensions N and T. The presence of serial correlation and cross-sectional correlation does not reduce the power of the tests significantly.en
dc.languageenen
dc.relation.ispartofseriesDiscussion Papers in Economicsen
dc.titleNew Tests For Cointegration in Heterogeneous Panelsen
dc.typeWorking Paperen
dc.subject.keywordsPanel Data Analysisen
dc.subject.keywordsTime-Series Analysisen
local.contributor.firstnameNamen
local.subject.for2008140304 Panel Data Analysisen
local.subject.for2008140305 Time-Series Analysisen
local.profile.schoolUNE Business Schoolen
local.profile.emailnhoang3@une.edu.auen
local.output.categoryWen
local.record.placeauen
local.record.institutionUniversity of New Englanden
local.identifier.epublicationsrecordune-20100422-23529en
local.series.numberWorking Paper No. 06-09en
local.contributor.lastnameHoangen
local.seriespublisherUniversity of Colorado at Boulder, Department of Economicsen
local.seriespublisher.placeUnited States of Americaen
dc.identifier.staffune-id:nhoang3en
local.profile.orcid0000-0003-2938-1209en
local.profile.roleauthoren
local.identifier.unepublicationidune:6743en
dc.identifier.academiclevelAcademicen
local.title.maintitleNew Tests For Cointegration in Heterogeneous Panelsen
local.output.categorydescriptionW Working Paperen
local.date.series2006en
local.relation.urlhttp://www.colorado.edu/Economics/CEA/Wps-06/wp06-09/wp06-09.pdfen
local.relation.urlhttp://www.colorado.edu/Economics/CEA/Wps-06/wp06-09/abstract06-09.htmlen
local.search.authorHoang, Namen
local.uneassociationUnknownen
local.year.published2006en
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