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Nonparametric Rank Tests for Non-Stationary Panels

Pedroni, Peter ; Vogelsang, Timothy ; Wagner, Martin and Westerlund, Joakim LU (2015) In Journal of Econometrics p.378-391
Please use this url to cite or link to this publication:
author
; ; and
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Journal of Econometrics
pages
378 - 391
publisher
Elsevier
external identifiers
  • scopus:84922655173
  • wos:000350778500006
ISSN
0304-4076
DOI
10.1016/j.jeconom.2014.08.013
language
English
LU publication?
yes
id
b1c5be7e-8a99-454e-8223-f297d4df610b (old id 4696587)
date added to LUP
2016-04-01 10:53:19
date last changed
2022-03-12 18:01:47
@article{b1c5be7e-8a99-454e-8223-f297d4df610b,
  author       = {{Pedroni, Peter and Vogelsang, Timothy and Wagner, Martin and Westerlund, Joakim}},
  issn         = {{0304-4076}},
  language     = {{eng}},
  pages        = {{378--391}},
  publisher    = {{Elsevier}},
  series       = {{Journal of Econometrics}},
  title        = {{Nonparametric Rank Tests for Non-Stationary Panels}},
  url          = {{http://dx.doi.org/10.1016/j.jeconom.2014.08.013}},
  doi          = {{10.1016/j.jeconom.2014.08.013}},
  year         = {{2015}},
}