Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- M. E. Bontempi & L. Bottazzi & R. Golinelli, 2015.
"Dynamic corporate capital structure behavior: empirical assessment in the light of heterogeneity and non stationarity,"
wp988, Dipartimento Scienze Economiche, Universita' di Bologna.
- Maria Elena Bontempi & Laura Bottazzi & Roberto Golinelli, 2015. "ynamic corporate capital structure behavior:empirical assessment in the light of heterogeneity and non stationarity," Working Papers 537, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
More about this item
KeywordsUnit root; Panel data; ROC curve; Simulation;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-04-11 (All new papers)
- NEP-ECM-2014-04-11 (Econometrics)
- NEP-ETS-2014-04-11 (Econometric Time Series)
- NEP-GER-2014-04-11 (German Papers)
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