Double unit root tests for cross-sectionally dependent panel data
Year of publication: |
2008
|
---|---|
Authors: | Shin, Dong Wan ; Jung, Yoon Young ; Oh, Man-Suk |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 35.2008, 11, p. 1305-1321
|
Publisher: |
Taylor & Francis Journals |
Subject: | panel double unit roots | defactoring | recursive adjustment | symmetric estimation | nonstationarity |
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