TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
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Publication:3632373
DOI10.1017/S0266466608080067zbMath1280.62096OpenAlexW2040869098MaRDI QIDQ3632373
Publication date: 11 June 2009
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466608080067
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07)
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