titoli, abstracts, parole chiave >>>
Simple panel unit root tests to detect changes in persistence

Costantini, Mauro and Gutierrez, Luciano (2007) Simple panel unit root tests to detect changes in persistence. Economics Letters, Vol. 96 (3), p. 363-368. ISSN 0165-1765. Article.

Full text not available from this repository.

DOI: 10.1016/j.econlet.2007.02.014


This paper presents new recursive ADF panel unit root tests. Small sample properties of the recursive tests are investigated by Monte Carlo experiments. These tests are applied to a panel of 17 OECD real exchange rate series.

Item Type:Article
ID Code:2802
Uncontrolled Keywords:Panel data, unit root tests, structural breaks
Subjects:Area 07 - Scienze agrarie e veterinarie > AGR/01 Economia ed estimo rurale
Divisions:001 Università di Sassari > 01 Dipartimenti > Economia e sistemi arborei
Publisher:Elsevier Science
Deposited On:24 Aug 2009 09:39

I documenti depositati in UnissResearch sono protetti dalle leggi che regolano il diritto d'autore

Repository Staff Only: item control page