Unit root tests for panel data with AR(1) errors and small T
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Publication:2896001
DOI10.1111/j.1368-423X.2011.00363.xzbMath1241.62123MaRDI QIDQ2896001
Rembert de Blander, Geert Dhaene
Publication date: 13 July 2012
Published in: The Econometrics Journal (Search for Journal in Brave)
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Related Items (5)
Likelihood ratio tests for a unit root in panels with random effects ⋮ Testing for unit roots in short panels allowing for a structural break ⋮ PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION ⋮ Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends ⋮ A fixed-\(T\) version of Breitung's panel data unit root test
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