Unit root tests for panel MTAR model with cross-sectionally dependent error
| Year of publication: |
2008
|
|---|---|
| Authors: | Shin, Dong ; Lee, Oesook |
| Published in: |
Metrika. - Springer. - Vol. 67.2008, 3, p. 315-326
|
| Publisher: |
Springer |
| Subject: | Gaussian asymptotics | Instrumental variable estimation | Unit root test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005155797