메뉴 건너뛰기




Volumn , Issue , 2005, Pages 451-479

Testing for unit roots in panel data: An exploration using real and simulated data

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84860413681     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511614491.020     Document Type: Chapter
Times cited : (13)

References (16)
  • 2
    • 0001438979 scopus 로고    scopus 로고
    • Initial conditions and moment restrictions in dynamic panel data models
    • Blundell, R. S., and S. Bond (1998), “Initial Conditions and Moment Restrictions in Dynamic Panel Data Models,” Journal of Econometrics, 87: 115–43.
    • (1998) Journal of Econometrics , vol.87 , pp. 115-143
    • Blundell, R.S.1    Bond, S.2
  • 5
    • 0003303134 scopus 로고    scopus 로고
    • Does cash flow cause investment and r&d: An exploration using panel data for french, japanese, and united states firms in the scientific sector
    • (ed. by D. Audretsch, and R. Thurik), Cambridge: Cambridge University Press
    • Hall, B. H., J. Mairesse, L. Branstetter, and B. Crepon (1999), “Does Cash Flow Cause Investment and R&D: An Exploration using Panel Data for French, Japanese, and United States Firms in the Scientific Sector,” in Innovation, Industry Evolution and Employment, (ed. by D. Audretsch, and R. Thurik), Cambridge: Cambridge University Press.
    • (1999) Innovation, Industry Evolution and Employment
    • Hall, B.H.1    Mairesse, J.2    Branstetter, L.3    Crepon, B.4
  • 6
    • 0000632311 scopus 로고    scopus 로고
    • Inference for unit roots in dynamic panels where the time dimension is fixed
    • Harris, R. D. F., and E. Tzavalis (1999), “Inference for Unit Roots in Dynamic Panels where the Time Dimension is Fixed,” Journal of Econometrics, 91: 201–26.
    • (1999) Journal of Econometrics , vol.91 , pp. 201-226
    • Harris, R.1    Tzavalis, E.2
  • 7
    • 0002816448 scopus 로고
    • Estimating vector autoregressions with panel data
    • Holtz-Eakin, D., W. Newey, and H. Rosen (1988), “Estimating Vector Autoregressions with Panel Data,” Econometrica, 56: 1371–95.
    • (1988) Econometrica , vol.56 , pp. 1371-1395
    • Holtz-Eakin, D.1    Newey, W.2    Rosen, H.3
  • 8
    • 0013498103 scopus 로고    scopus 로고
    • Testing for unit roots in heterogeneous panels
    • Im, K. S., M. H. Pesaran, and Y. Shin (2003), “Testing for Unit Roots in Heterogeneous Panels,” Journal of Econometrics 115: 53–74.
    • (2003) Journal of Econometrics , vol.115 , pp. 53-74
    • Im, K.S.1    Pesaran, M.H.2    Shin, Y.3
  • 12
    • 0000391884 scopus 로고    scopus 로고
    • Unit root tests in panel data: Asymptotic and finite sample properties
    • Levin, A., C.-F. Lin, and C.-J. Chu (2002), “Unit Root Tests in Panel Data: Asymptotic and Finite Sample Properties,” Journal of Econometrics, 108: 1–24.
    • (2002) Journal of Econometrics , vol.108 , pp. 1-24
    • Levin, A.1    Lin, C.-F.2    Chu, C.-J.3
  • 14
    • 0002959514 scopus 로고    scopus 로고
    • Firm-level investment in france and in the united states: An exploration of what we have learned in twenty years
    • Mairesse, J., B. H. Hall, and B. Mulkay (1999), “Firm-Level Investment in France and in the United States: An Exploration of What we Have Learned in Twenty Years,” Annales d’Economie et de Statistique, 55–56, 27–69.
    • (1999) Annales d’Economie Et De Statistique , vol.55-56 , pp. 27-69
    • Mairesse, J.1    Hall, B.H.2    Mulkay, B.3
  • 15
    • 0000604269 scopus 로고
    • Biases in dynamic models with fixed effects
    • Nickell, S. (1981), “Biases in Dynamic Models with Fixed Effects,” Econometrica, 49: 1399–416.
    • (1981) Econometrica , vol.49 , pp. 1399-1416
    • Nickell, S.1
  • 16
    • 21344481029 scopus 로고
    • Exploiting cross-section variations for unit root inference in dynamic data
    • Quah, D. (1994), “Exploiting Cross-section Variations for Unit Root Inference in Dynamic Data,” Economics Letters, 44, 9–19.
    • (1994) Economics Letters , vol.44 , pp. 9-19
    • Quah, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.