Inference for Unit Roots in Dynamic Panels.

This paper proposes similar unit root testing procedures for both homogenous and heterogeneous dynamic panel data models, based on least squares estimates and assuming that the time dimension of the panel data is fixed. It is shown that the limiting distribution of the tests id standard normal.

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Year of publication:	1996
Authors:	Harris, R. ; Tzavalis, E.
Institutions:	Business School, University of Exeter
Subject:	PANEL DATA \| UNIT ROOTS \| ECONOMIC MODELS

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Series:	Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	32 pages
Classification:	C22 - Time-Series Models ; C23 - Models with Panel Data ; F43 - Economic Growth of Open Economies
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008852253