کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5096387 | 1376525 | 2012 | 5 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel](/preview/png/5096387.png)
چکیده انگلیسی
Most panel unit root tests are designed to test the joint null hypothesis of a unit root for each individual series in a panel. After a rejection, it will often be of interest to identify which series can be deemed to be stationary and which series can be deemed nonstationary. Researchers will sometimes carry out this classification on the basis of n individual (univariate) unit root tests based on some ad hoc significance level. In this paper, we suggest and demonstrate how to use the false discovery rate (FDR) in evaluating I(1)/I(0) classifications.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 169, Issue 1, July 2012, Pages 29-33
Journal: Journal of Econometrics - Volume 169, Issue 1, July 2012, Pages 29-33
نویسندگان
H.R. Moon, B. Perron,