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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
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Journal of Econometrics
pages
378 - 391
publisher
Elsevier
external identifiers
  • scopus:84922655173
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
2014-10-14 09:11:57
date last changed
2017-01-01 03:59:02
@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},
  year         = {2015},
}