Testing for a unit root in a random coefficient panel data model
Author:
Funder
Jan Wallander and Tom Hedelius Foundation
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference26 articles.
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2. Some tests for unit roots in AR-integrated-moving average models with deterministic trends;Ahn;Biometrica,1993
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4. A panic attack on unit roots and cointegration;Bai;Econometrica,2004
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