PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION


Autoria(s): Carrion-i-Silvestre, J.L.; Hadri, Kaddour
Data(s)

01/07/2010

Resumo

The consideration of the limit theory in which T is fixed and N is allowed to go to infinity improves the finite-sample properties of the tests and avoids the imposition of the relative rates at which T and N go to infinity.

Identificador

http://pure.qub.ac.uk/portal/en/publications/panel-data-unit-root-test-with-fixed-time-dimension(f8a6e63d-fbbd-4746-a74d-e1e0d3e054a3).html

http://dx.doi.org/10.1111/j.1467-8586.2009.00323.x

Idioma(s)

eng

Direitos

info:eu-repo/semantics/restrictedAccess

Fonte

Carrion-i-Silvestre , J L & Hadri , K 2010 , ' PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION ' BULLETIN OF ECONOMIC RESEARCH , vol 62 , no. 3 , pp. 269-277 . DOI: 10.1111/j.1467-8586.2009.00323.x

Palavras-Chave #/dk/atira/pure/subjectarea/asjc/2000/2002 #Economics and Econometrics
Tipo

article