Panel root tests and the impact of initial observations
Year of publication: |
2008-03
|
---|---|
Authors: | Harvey, David I. ; Leybourne, Stephen J. ; Sakkas, Nikolaos D. |
Institutions: | Granger Centre for Time Series Econometrics, School of Economics |
Subject: | Panel unit root testing | OLS detrending | GLS detrending | power comparison |
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