The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions
| Year of publication: |
1996
|
|---|---|
| Authors: | Wirjanto, T. S. |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 30.1996, 1, p. 73-77
|
| Publisher: |
Elsevier |
| Keywords: | Unit root Cross section Time series Limiting distribution Wiener process |