Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms
Year of publication: |
2002-06
|
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Authors: | Kruiniger, Hugo ; Tzavalis, Elias |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Panel data | Unit roots | Serial correlation | Heteroscedasticity | Central limit theorem |
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