Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes
Year of publication: |
2009
|
---|---|
Authors: | Demetrescu, Matei |
Published in: |
Journal of Time Series Econometrics. - De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 1.2009, 2
|
Publisher: |
De Gruyter |
Subject: | linear process | autoregressive approximation | regularly integrable transformation | cross-unit dependence |
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