Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2016
Volume: 78
Issue: 3
Pages: 347-364

Authors (2)

Joakim Westerlund (Lunds Universitet) Mehdi Hosseinkouchack (EBS Universität für Wirtschaft...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:bla:obuest:v:78:y:2016:i:3:p:347-364
Journal Field
General
Author Count
2
Added to Database
2026-01-29