The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
Author:
Affiliation:
1. a Department of Economics and Finance , Institute for Advanced Studies , Vienna , Austria
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/07474930500545504
Reference34 articles.
1. The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
2. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
3. A PANIC Attack on Unit Roots and Cointegration
4. Working Paper: Economics Series No. 174;Bauer D.,2005
5. The local power of some unit root tests for panel data
Cited by 187 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. KÂRLILIĞA ETKİ EDEN FİNANSAL ORANLAR -BIST BİLİŞİM ENDEKSİNDE PANEL VERİ ANALİZİ UYGULAMASI;Muhasebe ve Finans İncelemeleri Dergisi;2024-04-01
2. Assessing the impact of renewable energy and financial development on environment quality in Asian emerging economies (AEEs);Environment, Development and Sustainability;2024-02-25
3. Appraising the role of energy subsidy on the environmental sustainability in Arab Nations - is it compatible or confronting;International Journal of Global Warming;2024
4. Digitalisation and Resilience in the Initial Stage of the COVID-19 Pandemic: Evidence from European Countries;SSRN Electronic Journal;2024
5. Do ESG ratings and COVID-19 severity score predict stock behavior and market perception? Evidence from emerging markets;Review of Accounting and Finance;2023-12-04
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3