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Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence

Acceso Abierto

ID Minciencias: ART-0000010480-13

Ranking: ART-ART_A2

Idioma: Inglés

Publicado: 16/08/2008

APC (est): No disponible

Abstract:

The cross-sectionally augmented IPS (CIPS) test of Pesaran (2007) is extended for a three-dimensional (3D) panel. This 3D-CIPS test is correctly sized. However, a bootstrapped IPS test has better power performance than the 3D-CIPS, except for high levels of cross-sectional dependency. © 2008 Elsevier B.V. All rights reserved.

Tópico:

Probabilistic and Robust Engineering Design

Citaciones:

Citaciones por año:

Altmétricas:

Información de la Fuente:

FuenteEconomics Letters	Cuartil año de publicaciónNo disponible	Volumen101
Issue3	Páginas188 - 192	pISSNNo disponible
ISSN0165-1765	Perfil OpenAlexhttps://openalex.org/S36178057

Enlaces e Identificadores:

Scienti ID	0000010480-13	Minciencias ID	ART-0000010480-13	Doi URL	https://doi.org/10.1016/j.econlet.2008.08.001
Scholar citations URL	https://scholar.google.com/scholar?cites=3273564194626541903&as_sdt=2005&sciodt=0,5&hl=en	Pdf URL	https://ageconsearch.umn.edu/record/269741/files/twerp_771.pdf	Dspace URL	https://repository.urosario.edu.co/handle/10336/23895
Scholar URL	https://scholar.google.com/scholar?hl=en&as_sdt=0%2C5&q=info%3ATxknekoJbi0J%3Ascholar.google.com&btnG=	Uri URL	https://repository.urosario.edu.co/handle/10336/23895	Openalex URL	https://openalex.org/W2164247031
Oaipmh URL	https://repository.urosario.edu.co/oai/request?verb=GetRecord&metadataPrefix=dim&identifier=oai:repository.urosario.edu.co:10336/23895	Open_access URL	https://repository.urosario.edu.co/bitstreams/f94b1641-1f66-4227-9148-b5435fd1c3c5/download

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