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A robust panel unit root test in the presence of cross sectional dependence

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dc.citedby3
dc.contributor.affiliationsFaculty of Science and Technology
dc.contributor.affiliationsUniversiti Sains Islam Malaysia (USIM)
dc.contributor.affiliationsUniversity of Malaya (UM)
dc.contributor.authorShariff N.S.M.en_US
dc.contributor.authorHamzah N.A.en_US
dc.date.accessioned2024-05-28T08:39:36Z
dc.date.available2024-05-28T08:39:36Z
dc.date.issued2015
dc.description.abstractProblems arise in testing the stationarity of the panel in the presence of cross sectional dependence and outliers. The currently available panel unit root tests are very much affected by the presence of outliers. As such, this article introduces an alternative test which is robust to outliers and cross sectional dependence. The performance and robustness of the proposed test is discussed and comparisons are made to the existing tests via simulation studies. 2015 JMASM, Inc.en_US
dc.description.natureFinalen_US
dc.identifier.doi10.22237/jmasm/1446351180
dc.identifier.epage171
dc.identifier.issn15389472
dc.identifier.issue2
dc.identifier.scopus2-s2.0-84951833115
dc.identifier.spage159
dc.identifier.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84951833115&doi=10.22237%2fjmasm%2f1446351180&partnerID=40&md5=e5f579b42a4355fbdc626482638451ed
dc.identifier.urihttps://oarep.usim.edu.my/handle/123456789/9245
dc.identifier.volume14
dc.languageEnglish
dc.language.isoen_USen_US
dc.publisherWayne State Universityen_US
dc.relation.ispartofJournal of Modern Applied Statistical Methodsen_US
dc.sourceScopus
dc.subjectCross sectional dependenceen_US
dc.subjectOutliersen_US
dc.subjectPanel modelen_US
dc.subjectRobust testen_US
dc.subjectUnit rooten_US
dc.titleA robust panel unit root test in the presence of cross sectional dependenceen_US
dc.typeArticleen_US
dspace.entity.typePublication

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