Ítem
Acceso Abierto

Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence

Mostrar el registro sencillo de la publicación
dc.creatorGiulietti, Monicaspa
dc.creatorOtero Cardona, Jesús Gilberto
dc.creatorSmith, Jeremyspa
dc.date.accessioned2020-05-26T00:06:28Z
dc.date.available2020-05-26T00:06:28Z
dc.date.created2008spa
dc.description.abstractThe cross-sectionally augmented IPS (CIPS) test of Pesaran (2007) is extended for a three-dimensional (3D) panel. This 3D-CIPS test is correctly sized. However, a bootstrapped IPS test has better power performance than the 3D-CIPS, except for high levels of cross-sectional dependency. © 2008 Elsevier B.V. All rights reserved.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1016/j.econlet.2008.08.001
dc.identifier.issn1651765
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/23895
dc.language.isoengspa
dc.relation.citationEndPage192
dc.relation.citationIssueNo. 3
dc.relation.citationStartPage188
dc.relation.citationTitleEconomics Letters
dc.relation.citationVolumeVol. 101
dc.relation.ispartofEconomics Letters, ISSN:1651765, Vol.101, No.3 (2008); pp. 188-192spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-55549091690&doi=10.1016%2fj.econlet.2008.08.001&partnerID=40&md5=fee4b45ba786a4f52a09c69a46ac6898spa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordCross-sectional dependencespa
dc.subject.keywordHeterogeneous dynamic panelsspa
dc.subject.keywordUnit rootsspa
dc.titleTesting for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependencespa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
Archivos
Bloque original
Mostrando1 - 1 de 1
Miniatura
Nombre:
jotero_panel_3D.pdf
Tamaño:
261.44 KB
Formato:
Adobe Portable Document Format
Descripción:
Descargar
Colecciones
Artículos