Estimation of Autoregressive Roots near Unity using Panel Data
| Year of publication: |
1999-07-01
|
|---|---|
| Authors: | Moon, Hyungsik R. ; Phillips, Peter C.B. |
| Institutions: | Department of Economics, University of California-Santa Barbara (UCSB) |
| Keywords: | Estimation of Autoregressive Roots near Unity using Panel Data |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Departmental Working Papers |
| Source: |
Persistent link: https://www.econbiz.de/10010538277