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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- 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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