Panel stationary tests against changes in persistence

Cerqueti, Roy, Costantini, Mauro, Gutierrez, Luciano and Westerlund, Joakim 2019, Panel stationary tests against changes in persistence, Statistical papers, vol. 60, no. 4, pp. 1079-1100, doi: 10.1007/s00362-016-0864-6.

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Title Panel stationary tests against changes in persistence
Author(s) Cerqueti, Roy
Costantini, Mauro
Gutierrez, Luciano
Westerlund, JoakimORCID iD for Westerlund, Joakim
Journal name Statistical papers
Volume number 60
Issue number 4
Start page 1079
End page 1100
Total pages 22
Publisher Springer
Place of publication Berlin, Germany
Publication date 2019-08
ISSN 0932-5026
Keyword(s) Persistence
Panel data
Language eng
DOI 10.1007/s00362-016-0864-6
Indigenous content off
Field of Research 150202 Financial Econometrics
0104 Statistics
Socio Economic Objective 919999 Economic Framework not elsewhere classified
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2016, Springer
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Document type: Journal Article
Collections: Faculty of Business and Law
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Department of Economics
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