Panel unit root testing and the martingale difference hypothesis for German stocks
Year of publication: |
2009
|
---|---|
Authors: | Demetrescu, Matei |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 29.2009, 3, p. 1749-1759
|
Publisher: |
AccessEcon |
Subject: | Stock price behavior | Dickey-Fuller test | fractional integration | cross-dependent panel | cross-correlation |
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