Please use this identifier to cite or link to this item:
|Title:||Panel Data Unit Roots Tests Using Various Estimation Methods||Contributor(s):||Hoang, Nam (author) ; McNown, Robert (author)||Publication Date:||2006||Handle Link:||https://hdl.handle.net/1959.11/6585||Abstract:||In 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.||Publication Type:||Working Paper||Publisher:||Department of Economics, University of Colorado at Boulder||Place of Publication:||United States of America||Field of Research (FOR):||140305 Time-Series Analysis||HERDC Category Description:||W Working Paper||Other Links:||http://spot.colorado.edu/~mcnownr/working_papers/panel-unit-root-tests.pdf||Statistics to Oct 2018:||Visitors: 284
|Appears in Collections:||Working Paper|
Files in This Item:
checked on Mar 2, 2019
Items in Research UNE are protected by copyright, with all rights reserved, unless otherwise indicated.