The accuracy of normal approximation in a heterogeneous panel data unit root test
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Christoph Hanck, 2012. "Multiple unit root tests under uncertainty over the initial condition: some powerful modifications," Statistical Papers, Springer, vol. 53(3), pages 767-774, August.
More about this item
KeywordsPanel data; Unit root; Stationarity; Simulation; Small-sample inference;
StatisticsAccess and download statistics
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