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My bibliography Save this articleA Panel Unit Root Test with Good Power in Small Samples
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DOI: 10.1080/07474930802458620
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- Claude Lopez, 2005. "A Panel Unit Root Test with Good Power in Small Samples," University of Cincinnati, Economics Working Papers Series 2005-01, University of Cincinnati, Department of Economics, revised 2007.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310006, University Library of Munich, Germany, revised 24 Oct 2003.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310003, University Library of Munich, Germany.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," University of Cincinnati, Economics Working Papers Series 2003-06, University of Cincinnati, Department of Economics.
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Citations
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Cited by:
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"Convergence of Euro area inflation rates,"
Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1440-1458.
- Claude Lopez & David H. Papell, 2008. "Testing for Group-Wise Convergence with an Application to Euro Area Inflation," University of Cincinnati, Economics Working Papers Series 2010-03, University of Cincinnati, Department of Economics, revised 2010.
- Lopez, Claude & Papell, David, 2010. "Testing for Group-Wise Convergence with an Application to Euro Area Inflation," MPRA Paper 20585, University Library of Munich, Germany.
- Lopez, C. & Papell, David H., 2011. "Convergence of Euro Area Inflation Rates," Working papers 326, Banque de France.
- Lopez, Claude & Papell, David, 2010. "Are euro area inflation rates misaligned?," MPRA Paper 27929, University Library of Munich, Germany.
- Jean françois Hoarau & Claude Lopez & Michel Paul, 2010.
"Short Note on the Unemployment Rate of the “French overseas regions”,"
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- Jean-François HOARAU & Claude Lopez & Michel PAUL, 2009. "Short Note on the Unemployment Rate of the French Overseas Regions," University of Cincinnati, Economics Working Papers Series 2009-3, University of Cincinnati, Department of Economics.
- Jean-François Hoarau & Claude Lopez & Michel Paul, 2011. "Short Note on the Unemployment Rate of the French Overseas Regions," Working Papers hal-01243453, HAL.
- Hoarau, J-F. & Lopez, C. & Paul, M., 2011. "Short Note on the Unemployment Rate of the French Overseas Regions," Working papers 337, Banque de France.
- repec:zbw:bofrdp:2007_027 is not listed on IDEAS
- Lopez, Claude, 2008.
"Evidence of purchasing power parity for the floating regime period,"
Journal of International Money and Finance, Elsevier, vol. 27(1), pages 156-164, February.
- Claude Lopez, 2004. "Evidence of Purchasing Power Parity for the Floating Regime Period," University of Cincinnati, Economics Working Papers Series 2004-01, University of Cincinnati, Department of Economics, revised Mar 2006.
- Jacques Bughin, 2015. "Google searches and twitter mood: nowcasting telecom sales performance," Netnomics, Springer, vol. 16(1), pages 87-105, August.
- Joakim Westerlund & Jörg Breitung, 2013. "Lessons from a Decade of IPS and LLC," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 547-591, August.
- Giray GOZGOR, 2013. "Unemployment Persistence and Inflation Convergence: Evidence from Regions of Turkey," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 13(1), pages 55-64.
- Kanas, Angelos, 2006. "Purchasing Power Parity and Markov Regime Switching," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1669-1687, September.
- Skrobotov, Anton (Скроботов, Антон) & Turuntseva, Marina (Турунцева, Марина), 2017. "Testing the Hypothesis of a Unit Root for Independent Panels [Тестирование Гипотезы О Наличии Единичного Корня Для Независимых Панелей]," Working Papers 021707, Russian Presidential Academy of National Economy and Public Administration.
- Elina Simone & Rosaria Rita Canale & Amedeo Maio, 2019. "Do UNESCO World Heritage Sites Influence International Tourist Arrivals? Evidence from Italian Provincial Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 146(1), pages 345-359, November.
- Vajanne, Laura, 2007. "Integration in euro area retail banking markets : convergence of credit interest rates," Research Discussion Papers 27/2007, Bank of Finland.
- Cushman, David O. & Michael, Nils, 2011. "Nonlinear trends in real exchange rates: A panel unit root test approach," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1619-1637.
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More about this item
Keywords
Bootstrap test; GLS-detrending; Panel unit root test;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
Statistics
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