Cross-sectional dependence robust block bootstrap panel unit root tests

Journal of Econometrics

Volumn 163, Issue 1, 2011, Pages 85-104

  Palm, Franz C ^a   Smeekes, Stephan ^a   Urbain, Jean Pierre ^a  

^a MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Block bootstrap; Cross sectional dependence; Panel unit root test

Indexed keywords

ASYMPTOTIC PROPERTIES; ASYMPTOTIC TESTS; BLOCK BOOTSTRAP; COINTEGRATION; COMMON FACTORS; CROSS-SECTIONAL DEPENDENCE; MONTE CARLO SIMULATION; OBSERVED DATA; PANEL DATA; PANEL UNIT ROOT TEST; TIME EFFECT; UNIT ROOT;

COMPUTER SIMULATION; MONTE CARLO METHODS;

TESTING;

EID: 79956372930     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2010.11.010     Document Type: Conference Paper

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