Inference for Unit Roots in Dynamic Panels
AbstractThis paper proposes similar unit root testing procedures for both homogenous and heterogeneous dynamic panel data models, based on least squares estimates and assuming that the time dimension of the panel data is fixed. It is shown that the limiting distribution of the tests id standard normal.
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Bibliographic InfoPaper provided by Exeter University, Department of Economics in its series Discussion Papers with number 9604.
Length: 32 pages
Date of creation: 1996
Date of revision:
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PANEL DATA; UNIT ROOTS; ECONOMIC MODELS;
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- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Longitudinal Data; Spatial Time Series
- F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies
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