A Monte Carlo comparison of panel unit root tests under factor structure/ created by J. H. Lin, Yi Hu, M. J. Wang and Xiao-Hua Xia

By:

Lin, J.H [author]

Contributor(s):

Material type: Text

TextSeries: Applied economics letters ; Volume 20, number 3New York: Taylor and Francis, 2013Content type:

text

Media type:

unmediated

Carrier type:

volume

ISSN:

13504851

Subject(s):

Panel unit root tests -- Cross section dependence -- Factor structure

LOC classification:

HB1.A666 APP

Online resources:

Click here to access online

Abstract: This article investigates and compares, through Monte Carlo experiments, the finite sample sizes and powers of the proposed ‘second-generation’ Panel Unit Root Tests (PUTs) under the strict and approximate factor structures, respectively.

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Item type	Current library	Call number	Vol info	Copy number	Status	Notes	Date due	Barcode
Journal Article	Main Library - Special Collections	HB1.A666 APP (Browse shelf(Opens below))	Vol. 20, no.3 (pages 288-291)	SP17971	Not for loan	For in house use only

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This article investigates and compares, through Monte Carlo experiments, the finite sample sizes and powers of the proposed ‘second-generation’ Panel Unit Root Tests (PUTs) under the strict and approximate factor structures, respectively.

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