Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application
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Publication:3161681
DOI10.1111/j.1368-423X.2009.00287.xzbMath1284.62532MaRDI QIDQ3161681
Kaddour Hadri, A. R. Tremayne, Sirilath J. Desilva
Publication date: 15 October 2010
Published in: Econometrics Journal (Search for Journal in Brave)
panel dataunit root testsfactor modelsfinite sample propertiesefficient markets hypothesiscross-section dependence
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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Cites Work
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