Unit root test for short panels with serially correlated errors (Q4976264)
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scientific article; zbMATH DE number 6754461
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English | Unit root test for short panels with serially correlated errors |
scientific article; zbMATH DE number 6754461 |
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Unit root test for short panels with serially correlated errors (English)
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27 July 2017
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GMM
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instrumental variables
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panel data
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unit root test
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generalized method of moments
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ARMA structure
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