Panel Seasonal Unit Root Test With An Application for Unemployment Data
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References listed on IDEAS
- Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990.
"Seasonal integration and cointegration,"
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- Robert M. Kunst & Philip Hans Franses, 2011.
"Testing for Seasonal Unit Roots in Monthly Panels of Time Series,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 73(4), pages 469-488, August.
- Kunst, R.M. & Franses, Ph.H.B.F., 2009. "Testing for seasonal unit roots in monthly panels of time series," Econometric Institute Research Papers EI 2009-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
More about this item
KeywordsPanel seasonal unit root test; IPS-approach; Unemployment data;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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