Inference for unit roots in dynamic panels where the time dimension is fixed
AbstractImplementation of Harris-Tzavalis test for unit roots in panel data. This has a null of a unit root, with asymptotics assuming large N, fixed T. Harris and Tzavalis(1999), "Inference for unit roots in dynamic panels where the time dimension is fixed". Journal of Econometrics, vol 91, pp 201â226.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 91 (1999)
Issue (Month): 2 (August)
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Web page: http://www.elsevier.com/locate/jeconom
Other versions of this item:
- Tom Doan, . "HTUNIT: RATS procedure to implement Harris-Tzavalis unit root test for panel data," Statistical Software Components RTS00092, Boston College Department of Economics.
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