Open AccessBeyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
Author(s) -
Hyungsik Roger Moon,
Benoît Perron
Publication year - 2011
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1761588
Subject(s) - unit root , series (stratigraphy) , econometrics , mathematics , statistics , computer science , biology , paleontology
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