A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data
Year of publication: |
2011
|
---|---|
Authors: | Hadri, Kaddour ; Kurozumi, Eiji |
Published in: |
Hitotsubashi Journal of Economics. - Graduate School of Economics. - Vol. 52.2011, 2, p. 165-184
|
Publisher: |
Graduate School of Economics |
Subject: | KPSS test | unit root | cross-sectional dependence | LM test | locally best test |
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