A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709)
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English | A simple panel stationarity test in the presence of serial correlation and a common factor |
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A simple panel stationarity test in the presence of serial correlation and a common factor (English)
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6 July 2012
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panel data
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stationarity
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KPSS test
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cross-sectional dependence
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common factor
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