The accuracy of normal approximation in a heterogeneous panel data unit root test
Year of publication: |
2008
|
---|---|
Authors: | Jönsson, Kristian |
Published in: |
Statistical Papers. - Springer. - Vol. 49.2008, 3, p. 565-579
|
Publisher: |
Springer |
Subject: | Panel data | Unit root | Stationarity | Simulation | Small-sample inference |
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