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The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions

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  • Wirjanto, T. S.

Abstract

The limiting distributions of two unit-root test statistics are derived and discussed for data that have both cross-sectional and time-series dimensions.

Suggested Citation

  • Wirjanto, T. S., 1996. "The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions," Statistics & Probability Letters, Elsevier, vol. 30(1), pages 73-77, September.
  • Handle: RePEc:eee:stapro:v:30:y:1996:i:1:p:73-77
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    References listed on IDEAS

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    1. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
    2. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
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    Cited by:

    1. J. C. H. Jones & J. A. Schofield & D. E. A. Giles, 2000. "Our fans in the north: the demand for British Rugby League," Applied Economics, Taylor & Francis Journals, vol. 32(14), pages 1877-1887.

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