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
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