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Please use this identifier to cite or link to this item: https://hdl.handle.net/1959.11/6585
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dc.contributor.authorHoang, Namen
dc.contributor.authorMcNown, Roberten
dc.date.accessioned2010-09-24T16:02:00Z-
dc.date.issued2006-
dc.identifier.urihttps://hdl.handle.net/1959.11/6585-
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.publisherUniversity of Colorado at Boulder, Department of Economicsen
dc.titlePanel Data Unit Roots Tests Using Various Estimation Methodsen
dc.typeWorking Paperen
dc.subject.keywordsTime-Series Analysisen
local.contributor.firstnameNamen
local.contributor.firstnameRoberten
local.subject.for2008140305 Time-Series Analysisen
local.profile.schoolUNE Business Schoolen
local.profile.schoolBusiness Economics and Public Policyen
local.profile.emailnhoang3@une.edu.auen
local.output.categoryWen
local.record.placeauen
local.record.institutionUniversity of New Englanden
local.identifier.epublicationsrecordune-20100422-233124en
local.publisher.placeUnited States of Americaen
local.contributor.lastnameHoangen
local.contributor.lastnameMcNownen
dc.identifier.staffune-id:nhoang3en
local.profile.orcid0000-0003-2938-1209en
local.profile.roleauthoren
local.profile.roleauthoren
local.identifier.unepublicationidune:6744en
dc.identifier.academiclevelAcademicen
local.title.maintitlePanel Data Unit Roots Tests Using Various Estimation Methodsen
local.output.categorydescriptionW Working Paperen
local.relation.urlhttp://spot.colorado.edu/~mcnownr/working_papers/panel-unit-root-tests.pdfen
local.search.authorHoang, Namen
local.search.authorMcNown, Roberten
local.uneassociationUnknownen
local.year.published2006en
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