Testing for a unit root in panels with dynamic factors (Q2439090): Difference between revisions

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Testing for a unit root in panels with dynamic factors
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    Testing for a unit root in panels with dynamic factors (English)
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    7 March 2014
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    unit root
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    panel data
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    factor models
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    cross-sectional dependence
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    local-to-unity asymptotics
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    incidental trends
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