Testing for unit roots in nonlinear dynamic heterogeneous panels
Year of publication: |
2005
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Authors: | He, Changli ; Sandberg, Rickard |
Publisher: |
Stockholm : Stockholm School of Economics, The Economic Research Institute (EFI) |
Subject: | Unit Root Test | Dynamisches Modell | Panel | Theorie | Nichtlineares Verfahren | Dynamic nonlinear heterogenous panels | Structural breaks | Unit roots | t-statistics | Central limit theorem |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 47982908X [GVK] hdl:10419/56195 [Handle] |
Classification: | C12 - Hypothesis Testing ; C23 - Models with Panel Data ; C52 - Model Evaluation and Testing |
Source: |
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Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels
He, Changli, (2005)
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Testing for unit roots in nonlinear dynamic heterogeneous panels
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