Cross-sectional dependence robust block bootstrap panel unit root tests

Research output: Working paper / Preprint › Working paper

648 Downloads (Pure)

Original language	English
Place of Publication	Maastricht
Publisher	METEOR, Maastricht University School of Business and Economics
Number of pages	54
DOIs	https://doi.org/10.26481/umamet.2008048
Publication status	Published - 1 Jan 2008

Series	METEOR Research Memorandum
Number	048

Access to Document

@techreport{09a41465e4b94ef79acac90044d1f8c3,

title = "Cross-sectional dependence robust block bootstrap panel unit root tests",

author = "F.C. Palm and S. Smeekes and J.R.Y.J. Urbain",

year = "2008",

month = jan,

day = "1",

doi = "10.26481/umamet.2008048",

language = "English",

series = "METEOR Research Memorandum",

publisher = "METEOR, Maastricht University School of Business and Economics",

number = "048",

type = "WorkingPaper",

institution = "METEOR, Maastricht University School of Business and Economics",

}

TY - UNPB

T1 - Cross-sectional dependence robust block bootstrap panel unit root tests

AU - Palm, F.C.

AU - Smeekes, S.

AU - Urbain, J.R.Y.J.

PY - 2008/1/1

Y1 - 2008/1/1

U2 - 10.26481/umamet.2008048

DO - 10.26481/umamet.2008048

M3 - Working paper

T3 - METEOR Research Memorandum

BT - Cross-sectional dependence robust block bootstrap panel unit root tests

PB - METEOR, Maastricht University School of Business and Economics

CY - Maastricht

ER -