By combining non-parameter z test method for unit root test of time-series with IPS test method for panel data unit root test, we propose a new non-parameter unit root test method for panel *** method solves the unit ...
详细信息
By combining non-parameter z test method for unit root test of time-series with IPS test method for panel data unit root test, we propose a new non-parameter unit root test method for panel *** method solves the unit root test’s problem that {ε_ it } is L-order *** random simulation method,we compare LL test with non-parameter unit root test for panel *** found that the non-parameter unit root test is superior to LL test in this case.
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