Simple panel unit root tests to detect change in persistence

Articolo
Data di Pubblicazione:
2007
Citazione:
Simple panel unit root tests to detect change in persistence / Gutierrez, Luciano; M., Costantini. - In: ECONOMICS LETTERS. - ISSN 0165-1765. - 96:3(2007), pp. 363-368. [10.1016/j.econlet.2007.02.014]
Abstract:
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.
Tipologia CRIS:
1.1 Articolo in rivista
Elenco autori:
Autori di Ateneo:
Link alla scheda completa:
https://iris.uniss.it/handle/11388/57046
Pubblicato in:
ECONOMICS LETTERS
Journal