Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results
(2005) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387152
- author
- Jönsson, Kristian LU
- organization
- publishing date
- 2005
- type
- Working paper/Preprint
- publication status
- published
- subject
- keywords
- Panel Data, Stationarity, Serial Correlation, Monte Carlo Simulation
- in
- Working Papers, Department of Economics, Lund University
- issue
- 16
- publisher
- Department of Economics, Lund University
- language
- English
- LU publication?
- yes
- id
- 57004f0e-58d9-4fe1-bbc1-22fae4c6f6f3 (old id 1387152)
- alternative location
- http://swopec.hhs.se/lunewp/abs/lunewp2005_016.htm
- date added to LUP
- 2016-04-04 11:53:56
- date last changed
- 2018-11-21 21:07:52
@misc{57004f0e-58d9-4fe1-bbc1-22fae4c6f6f3, author = {{Jönsson, Kristian}}, keywords = {{Panel Data; Stationarity; Serial Correlation; Monte Carlo Simulation}}, language = {{eng}}, note = {{Working Paper}}, number = {{16}}, publisher = {{Department of Economics, Lund University}}, series = {{Working Papers, Department of Economics, Lund University}}, title = {{Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results}}, url = {{https://lup.lub.lu.se/search/files/5880944/2061464}}, year = {{2005}}, }