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Volumn 84, Issue 3, 2004, Pages 433-439

Recursive mean adjustment for panel unit root tests

Author keywords

Bias; Recursive mean adjustment; Unit root test

Indexed keywords


EID: 3342989145     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2004.03.014     Document Type: Article
Times cited : (9)

References (12)
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  • 2
    • 0346093816 scopus 로고    scopus 로고
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    • Chang, Y.1
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    • A time series illustration of approximate conditional likelihood
    • Cruddas A.M. Reid N. Cox D.R. A time series illustration of approximate conditional likelihood Biometrika 76 1989 131-137
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    • Cruddas, A.M.1    Reid, N.2    Cox, D.R.3
  • 6
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    • IMSL, IMSL, Houston, TX
    • IMSL User's Manual 1989 IMSL Houston, TX
    • (1989) User's Manual
  • 7
    • 0037632788 scopus 로고    scopus 로고
    • Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend
    • Kang W. Shin D.W. Lee Y. Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend Journal of Statistical Planning and Inference 116 2003 163-176
    • (2003) Journal of Statistical Planning and Inference , vol.116 , pp. 163-176
    • Kang, W.1    Shin, D.W.2    Lee, Y.3
  • 8
    • 3042730368 scopus 로고    scopus 로고
    • Testing for a unit root in panels with dynamic factors
    • (in press)
    • Moon H.R. Perron B. Testing for a unit root in panels with dynamic factors Journal of Econometrics 2004 (in press)
    • (2004) Journal of Econometrics
    • Moon, H.R.1    Perron, B.2
  • 9
    • 2542598921 scopus 로고    scopus 로고
    • Dynamic panel estimation and homogeneity testing under cross section dependence
    • Phillips P.C.B. Sul D. Dynamic panel estimation and homogeneity testing under cross section dependence Econometrics Journal 6 2003 217-259
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    • Phillips, P.C.B.1    Sul, D.2
  • 10
    • 21344481029 scopus 로고
    • Exploiting cross-section variations for unit root inference in dynamic data
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    • (1994) Economics Letters , vol.44 , pp. 9-19
    • Quah, D.1
  • 11
    • 0001737306 scopus 로고    scopus 로고
    • Recursive mean adjustment and tests for unit roots
    • Shin D.W. So B.S. Recursive mean adjustment and tests for unit roots Journal of Time Series Analysis 22 2001 595-612
    • (2001) Journal of Time Series Analysis , vol.22 , pp. 595-612
    • Shin, D.W.1    So, B.S.2
  • 12
    • 0036019644 scopus 로고    scopus 로고
    • Recursive mean adjustment and tests for nonstationarities
    • Shin D.W. So B.S. Recursive mean adjustment and tests for nonstationarities Economics Letters 75 2002 203-208
    • (2002) Economics Letters , vol.75 , pp. 203-208
    • Shin, D.W.1    So, B.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.