A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709): Difference between revisions

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+The econometrics of panel data. Fundamental and recent developments in theory and practice.
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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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+Statistical inference in vector autoregressions with possibly integrated processes
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+Publication:433709