Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies
Year of publication: |
2009
|
---|---|
Authors: | Chang, Yoosoon ; Song, Wonho |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 2099287. - Vol. 76.2009, 3, p. 903-936
|
Saved in:
Saved in favorites
Similar items by person
-
Essays on time series and panel data econometrics
Song, Wonho, (2003)
-
Testing for unit roots in small panels with short-run and long-run cross-sectional dependencies
Chang, Yoosoon, (2009)
-
Bootstrapping unit root tests with covariates
Chang, Yoosoon, (2017)
- More ...