Unit root tests for dependent and heterogeneous micropanels
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More about this item
KeywordsUnit root; panel data; factor model; internal instrument; earnings dynamics;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-08-16 (All new papers)
- NEP-ECM-2014-08-16 (Econometrics)
- NEP-ETS-2014-08-16 (Econometric Time Series)
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