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http://bura.brunel.ac.uk/handle/2438/7717Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Costantini, M | - |
| dc.contributor.author | Gutierrez, L | - |
| dc.date.accessioned | 2013-11-26T14:28:45Z | - |
| dc.date.available | 2013-11-26T14:28:45Z | - |
| dc.date.issued | 2012 | - |
| dc.identifier.citation | Economics Letters, 117(3), 817 - 819, 2012 | en_US |
| dc.identifier.issn | 0165-1765 | - |
| dc.identifier.uri | http://www.sciencedirect.com/science/article/pii/S0165176511005374 | en |
| dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/7717 | - |
| dc.description | © 2011 Elsevier B.V. All rights reserved | en_US |
| dc.description.abstract | In this paper, we propose new simple innovational outlier (IO) panel unit root tests with a break. A bootstrap method for dealing with cross-sectional dependence is provided and small sample properties of the bootstrap tests are investigated by Monte Carlo experiments. The panel innovational outlier unit tests are then applied to a panel of 22 OECD inflation rates. | en_US |
| dc.language | English | - |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.subject | Social Sciences | en_US |
| dc.subject | Economics | en_US |
| dc.subject | Business & Economics | en_US |
| dc.subject | Nonstationary panel data | en_US |
| dc.subject | Structural break | en_US |
| dc.subject | Innovational outlier model | en_US |
| dc.subject | Bootstrap | en_US |
| dc.subject | Cointegration | en_US |
| dc.subject | Inflation | en_US |
| dc.title | Bootstrap innovational outlier unit root tests in dependent panels | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | http://dx.doi.org/10.1016/j.econlet.2011.11.046 | - |
| pubs.organisational-data | /Brunel | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff/School of Social Sciences | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff/School of Social Sciences/Economics and Finance | - |
| pubs.organisational-data | /Brunel/Group Publication Pages | - |
| Appears in Collections: | Economics and Finance Publications Dept of Economics and Finance Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Fulltext.pdf | 195.45 kB | Adobe PDF | View/Open |
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