Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends
Year of publication: |
2004
|
---|---|
Authors: | Harris, Richard ; Tzavalis, Elias |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 23.2004, 2, p. 149-166
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Publisher: |
Taylor & Francis Journals |
Subject: | Panel data | Unit roots | Fixed effects | Central limit theorem | Score vector | Real dividends | Stock prices |
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