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Lee et al., 2016 - Google Patents

A Simple panel unit‐root test with smooth breaks in the presence of a multifactor error structure

Lee et al., 2016

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Document ID
14288717246929052572
Author
Lee C
Wu J
Yang L
Publication year
Publication venue
Oxford Bulletin of Economics and Statistics

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Snippet

This paper extends the cross‐sectionally augmented panel unit‐root test (CIPS) developed by Pesaran et al.(2013, Journal of Econometrics, Vol. 175, pp. 94–115) to allow for smoothing structural changes in deterministic terms modelled by a Fourier function. The …
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    • G06F17/10—Complex mathematical operations
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