کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
767452 | 897180 | 2010 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The effects of cross-section dimension n in panel co-integration test
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موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
مهندسی مکانیک
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Most studies of panel unit test (PUT) believe that their tests could be extended to panel co-integration test (PCT) directly since PUT and PCT converge sequentially to standard normal distribution in the absence of trends and autocorrelation. But the difference between PUT and PCT cannot be ignored when the cross-section dimensions n is small, especially when n equals 1. In this paper, we examine the effects of cross-sectional dimension n in the translation from PUT to PCT. Based on the numerical simulations, it turns out that although the difference between PUT and PCT decreases with increased value of n, the difference could be ignored in general application only when n is larger than 90.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Communications in Nonlinear Science and Numerical Simulation - Volume 15, Issue 4, April 2010, Pages 1019–1027
Journal: Communications in Nonlinear Science and Numerical Simulation - Volume 15, Issue 4, April 2010, Pages 1019–1027
نویسندگان
Yi Hu, Xiaohua Xia, Meijin Wang, Zhanming Chen,