Model specification in panel data unit root tests with an unknown break
Year of publication: |
2011
|
---|---|
Authors: | Chan, Felix ; Pauwels, Laurent |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 81.2011, 7, p. 1299-1309
|
Publisher: |
Elsevier |
Subject: | Structural change | Unit roots tests | Model specification | Heterogeneous | Panels | Monte Carlo |
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