Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends
| Year of publication: |
1998
|
|---|---|
| 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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| Extent: | 1 Online-Ressource |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 1997 erstellt Volltext nicht verfügbar |
| Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data ; F43 - Economic Growth of Open Economies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014072144