Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends
Year of publication: |
1998
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Authors: | Harris, Richard D. F. ; Tzavalis, Elias |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Simulation | Dividende | Dividend | Börsenkurs | Share price | Panel | Panel study |
Description of contents: |
This paper proposes a similar unit root testing procedure for heterogeneous dynamic panel data, based on the score principle, assuming that the time dimension of the panel is fixed
Abstract [papers.ssrn.com]
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