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Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results

Jönsson, Kristian LU (2005) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
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
2025-04-04 15:10:41
@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}},
}