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Chia-Shang James Chu
Researcher at National Taiwan University
Publications - 1
Citations - 10792
Chia-Shang James Chu is an academic researcher from National Taiwan University. The author has contributed to research in topics: Normal distribution & Augmented Dickey–Fuller test. The author has an hindex of 1, co-authored 1 publications receiving 9304 citations.
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Unit root tests in panel data: asymptotic and finite-sample properties
TL;DR: In this article, the authors consider pooling cross-section time series data for testing the unit root hypothesis, and they show that the power of the panel-based unit root test is dramatically higher, compared to performing a separate unit-root test for each individual time series.