The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions
AbstractThe limiting distributions of two unit-root test statistics are derived and discussed for data that have both cross-sectional and time-series dimensions.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 30 (1996)
Issue (Month): 1 (September)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Phillips, P C B, 1987.
"Time Series Regression with a Unit Root,"
Econometric Society, vol. 55(2), pages 277-301, March.
- Peter C.B. Phillips, 1985. "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers 740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.
- Tom Doan, . "PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test," Statistical Software Components RTS00160, Boston College Department of Economics.
- J. C. H. Jones & J. A. Schofield & D. E. A. Giles, 2000.
"Our fans in the north: the demand for British Rugby League,"
Taylor and Francis Journals, vol. 32(14), pages 1877-1887.
- J. Colin H. Jones & John A. Schofield & David E.A. Giles, 1999. "Our Fans in the North: The Demand for British Rugby League," Econometrics Working Papers 9902, Department of Economics, University of Victoria.
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