• Title of article

    Recursive mean adjustment for panel unit root tests

  • Author/Authors

    Dong Wan Shin، نويسنده , , Seungho Kang، نويسنده , , Man-Suk Oh، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    7
  • From page
    433
  • To page
    439
  • Abstract
    Recursive mean adjustment is applied for the t-bar test for panel unit roots. A Monte-Carlo experiment shows that the recursively mean adjusted test has substantially greater power than the ordinarily mean adjusted test.
  • Keywords
    bias , Recursive mean adjustment , Unit root test
  • Journal title
    Economics Letters
  • Serial Year
    2004
  • Journal title
    Economics Letters
  • Record number

    435503

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=435503