Testing for a unit root in a random coefficient panel data model

Autoria(s): Westerlund, Joakim; Larsson, Rolf
Data(s)

01/03/2012
Identificador

http://hdl.handle.net/10536/DRO/DU:30046055
Idioma(s)

eng
Publicador

Elsevier BV
Relação

http://dro.deakin.edu.au/eserv/DU:30046055/westerlund-testingfor-2012.pdf

http://dro.deakin.edu.au/eserv/DU:30046055/westerlund-testingfor-evidence-2012.pdf

http://dx.doi.org/10.1016/j.jeconom.2011.11.009
Direitos

2011, Elsevier B.V. All rights reserved.
Palavras-Chave #Panel unit root test #random coefficient autoregressive model #local asymptotic power
Tipo

Journal Article
Acesso ao item digital