Title of article
Simple panel unit root tests to detect changes in persistence
Author/Authors
Mauro Costantini، نويسنده , , Luciano Gutierrez، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
6
From page
363
To page
368
Abstract
This paper presents new recursive ADF panel unit root tests. Small sample properties of the recursive tests are investigated by Monte Carlo experiments. These tests are applied to a panel of 17 OECD real exchange rate series
Keywords
Panel data , Unit root tests , Structural breaks
Journal title
Economics Letters
Serial Year
2007
Journal title
Economics Letters
Record number
436312
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