Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root tests for panel MTAR model with cross-sectionally dependent error |
scientific article |
Statements
Unit root tests for panel MTAR model with cross-sectionally dependent error (English)
0 references
14 October 2015
0 references
Gaussian asymptotics
0 references
instrumental variable estimation
0 references
unit root test
0 references
0 references
0 references
