dc.contributor.author | Jönsson, Kristian | de |
dc.date.accessioned | 2011-04-01T04:47:00Z | de |
dc.date.accessioned | 2012-08-30T04:45:45Z | |
dc.date.available | 2012-08-30T04:45:45Z | |
dc.date.issued | 2009 | de |
dc.identifier.issn | 1466-4283 | |
dc.identifier.uri | http://www.ssoar.info/ssoar/handle/document/24221 | |
dc.description.abstract | In this paper, we investigate the performance of a panel data stationarity test when cross-sectional correlation is modelled by a time-specific factor. Size distortions, that occurs especially when the number of cross sections is small, are documented. To eliminate these distortions, a new set of critical values is supplied. When investigating the rejection frequency under the alternative hypothesis, it is found that the panel data stationarity test that uses the supplied critical values maintain good power characteristics even when only a subset of the cross-sectional units have a unit root. | en |
dc.language | en | de |
dc.subject.ddc | Wirtschaft | de |
dc.subject.ddc | Economics | en |
dc.title | Time-Specific Disturbances in a Panel Data Stationarity Test | en |
dc.description.review | begutachtet (peer reviewed) | de |
dc.description.review | peer reviewed | en |
dc.source.journal | Applied Economics | de |
dc.source.volume | 43 | de |
dc.source.issue | 7 | de |
dc.subject.classoz | Economic Statistics, Econometrics, Business Informatics | en |
dc.subject.classoz | Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik | de |
dc.identifier.urn | urn:nbn:de:0168-ssoar-242216 | de |
dc.date.modified | 2011-04-01T04:47:00Z | de |
dc.rights.licence | PEER Licence Agreement (applicable only to documents from PEER project) | de |
dc.rights.licence | PEER Licence Agreement (applicable only to documents from PEER project) | en |
ssoar.contributor.institution | http://www.peerproject.eu/ | de |
internal.status | -1 | de |
dc.type.stock | article | de |
dc.type.document | journal article | en |
dc.type.document | Zeitschriftenartikel | de |
dc.source.pageinfo | 845-853 | |
internal.identifier.classoz | 10905 | |
internal.identifier.journal | 21 | de |
internal.identifier.document | 32 | |
internal.identifier.ddc | 330 | |
dc.identifier.doi | https://doi.org/10.1080/00036840802599958 | de |
dc.description.pubstatus | Postprint | en |
dc.description.pubstatus | Postprint | de |
internal.identifier.licence | 7 | |
internal.identifier.pubstatus | 2 | |
internal.identifier.review | 1 | |
internal.check.abstractlanguageharmonizer | CERTAIN | |
internal.check.languageharmonizer | CERTAIN_RETAINED | |