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Panicca: Panic on Cross-Section Averages
journal contribution
posted on 2016-09-01, 00:00 authored by S Reese, Joakim WesterlundJoakim WesterlundPanicca: Panic on Cross-Section Averages
History
Journal
Journal of Applied EconometricsVolume
31Season
September/OctoberPagination
961-981Location
London, Eng.Publisher DOI
ISSN
0883-7252eISSN
1099-1255Language
EnglishPublication classification
C Journal article, C1.1 Refereed article in a scholarly journalCopyright notice
2015, WileyIssue
6Publisher
WILEY-BLACKWELLUsage metrics
Keywords
Social SciencesEconomicsSocial Sciences, Mathematical MethodsBusiness & EconomicsMathematical Methods In Social SciencesUNIT-ROOT TESTSCOMMON STOCHASTIC TRENDSCOINTEGRATED PANELSMARKET-EFFICIENCYUNEMPLOYMENTREGRESSIONSHYPOTHESISDEPENDENCEINFERENCEPOWERC12C13C33C36common factorscross-section average augmentationcross-section dependencePANICunit root test150202 Financial Econometrics919999 Economic Framework not elsewhere classifiedCentre for Economics and Financial Econometrics Research3502 Banking, finance and investment3801 Applied economics3802 Econometrics
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