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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: Contributor(s): Material type: TextTextSeries: Applied economics letters ; Volume 20, number 3New York: Taylor and Francis, 2013Content type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISSN:
  • 13504851
Subject(s): LOC classification:
  • HB1.A666 APP
Online resources: 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 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

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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