Search for dissertations about: "Xingwu Zhou"
Found 1 swedish dissertation containing the words Xingwu Zhou.
University dissertation from Uppsala : Acta Universitatis Upsaliensis
Abstract : The thesis consists of four papers that address likelihood-based unit root tests for panel data with cross-sectional dependence arising from common factors.In the first three papers, we derive Lagrange multiplier (LM)-type tests for common and idiosyncratic unit roots in the exact factor models based on the likelihood function of the differenced data. READ MORE