Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel

Journal of Econometrics

Volumn 169, Issue 1, 2012, Pages 29-33

  Moon, H R ^a,c   Perron, B ^b  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

^c UNIVERSITY OF MARYLAND   (United States)

Author keywords

Bootstrap; False discovery rate; Multiple testing; Panel data; Unit root tests

Indexed keywords

BOOTSTRAP; FALSE DISCOVERY RATE; MULTIPLE TESTING; PANEL DATA; UNIT ROOT;

ECONOMICS; MATHEMATICAL TECHNIQUES;

STATISTICAL TESTS;

EID: 84861909923     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.01.008     Document Type: Conference Paper

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