HTUNIT: RATS procedure to implement Harris-Tzavalis unit root test for panel data
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- Harris, Richard D. F. & Tzavalis, Elias, 1999. "Inference for unit roots in dynamic panels where the time dimension is fixed," Journal of Econometrics, Elsevier, vol. 91(2), pages 201-226, August.
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KeywordsUnit root tests for panel data; RATS;
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