The accuracy of normal approximation in a heterogeneous panel data unit root test (Q946270): Difference between revisions

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+https://doi.org/10.1007/s00362-006-0033-4
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+W2074854264
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+Testing for stationarity in heterogeneous panel data
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+Testing for stationarity in heterogeneous panel data where the time dimension is finite
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+Testing for unit roots in heterogeneous panels.
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Exploiting cross-section variation for unit root inference in dynamic data
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