Inference for unit roots in dynamic panels where the time dimension is fixed
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Publication:1298463
DOI10.1016/S0304-4076(98)00076-1zbMath1041.62526WikidataQ57944344 ScholiaQ57944344MaRDI QIDQ1298463
Elias Tzavalis, Richard D. F. Harris
Publication date: 1999
Published in: Journal of Econometrics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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