Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/68507 
Erscheinungsjahr: 
2011
Schriftenreihe/Nr.: 
Reihe Ökonomie / Economics Series No. 270
Verlag: 
Institute for Advanced Studies (IHS), Vienna
Zusammenfassung: 
This study develops new rank tests for panels that include panel unit root tests as a special case. The tests are unusual in that they can accommodate very general forms of both serial and cross-sectional dependence, including cross-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence. The tests retain high power in small samples, and in contrast to other tests that accommodate cross-sectional dependence, the limiting distributions are valid for panels with finite cross-sectional dimensions.
Schlagwörter: 
nonparametric rank tests
unit roots
cointegration
cross-sectional dependence
JEL: 
C12
C22
C23
Dokumentart: 
Working Paper

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