Testing for Unit Roots in Heterogeneous Panels
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References listed on IDEAS
- Quah, Danny, 1994.
"Exploiting cross-section variation for unit root inference in dynamic data,"
Elsevier, vol. 44(1-2), pages 9-19.
- Danny Quah, 1993. "Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data," FMG Discussion Papers dp171, Financial Markets Group.
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- David Bowman, 1999. "Efficient tests for autoregressive unit roots in panel data," International Finance Discussion Papers 646, Board of Governors of the Federal Reserve System (U.S.).
- Maddala, G S & Wu, Shaowen, 1999. " A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 631-652, Special I.
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More about this item
KeywordsUNIT ROOTS; ECONOMETRICS; TESTS;
StatisticsAccess and download statistics
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