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