Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors
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Bibliographic InfoPaper provided by University of Liverpool Management School in its series Research Papers with number 1999_05.
Date of creation: 1999
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Postal: Management School University of Liverpool, Chatham Street, Liverpool, L69 7ZH, Great Britain
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Web page: http://www.liv.ac.uk/management/
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- Chukiat Chaiboonsri & Prasert Chaitip & N. Rangaswamy, 2008. "A Panel Unit Root and Panel Cointegration Test of the Modeling International Tourism Demand in India," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 8(1), pages 95-124.
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- Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University.
- Ghassan, Hassan B. & Taher, Farid B., 2013. "Financial Stability of Islamic and Conventional Banks in Saudi Arabia: Evidence using Pooled and Panel Models," MPRA Paper 54472, University Library of Munich, Germany, revised Dec 2013.
- Kashif Imran & Khalid Naeem Akbar, 2011. "Determinants of Earnings: Evidence from Pakistan Engineering Sector," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 1(1), pages 40-48, March.
- Ramirez, Miguel D., 2008. "Are Foreign and Public Capital Productive in the Mexican Case? A Panel Unit Root and Panel Cointegration Analysis," Working Papers 49, Yale University, Department of Economics.
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