Search for dissertations about: "xingwu zhou"

Found 1 swedish dissertation containing the words xingwu zhou.

2. 1. Likelihood-Based Panel Unit Root Tests for Factor Models

   Author : Xingwu Zhou; Johan Lyhagen; Joakim Westerlund; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Panel unit root; Exact factor model; Dynamic factor model; Maximum likelihood; Principal components; Lagrange multiplier;

   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