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
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
Journal title :
Economics Letters
