Unit root tests for cross-sectionally dependent seasonal panels
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Publication:1929474
DOI10.1016/j.econlet.2006.05.021zbMath1254.91675MaRDI QIDQ1929474
Publication date: 8 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2006.05.021
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
91B82: Statistical methods; economic indices and measures
62M07: Non-Markovian processes: hypothesis testing
Related Items
Cites Work
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- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Dynamic panel estimation and homogeneity testing under cross section dependence
- Testing for Unit Roots in Seasonal Time Series