Tests for seasonal unit roots in panels of cross-sectionally correlated time series (Q5400784): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/02331880701600463 / rank
 
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Latest revision as of 11:41, 7 July 2024

scientific article; zbMATH DE number 6268727
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English
Tests for seasonal unit roots in panels of cross-sectionally correlated time series
scientific article; zbMATH DE number 6268727

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    Tests for seasonal unit roots in panels of cross-sectionally correlated time series (English)
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    12 March 2014
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    instrumental variable estimation
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    HEGY model
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    sign instrument
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