The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions
The limiting distributions of two unit-root test statistics are derived and discussed for data that have both cross-sectional and time-series dimensions.
Year of publication: |
1996
|
---|---|
Authors: | Wirjanto, T. S. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 30.1996, 1, p. 73-77
|
Publisher: |
Elsevier |
Keywords: | Unit root Cross section Time series Limiting distribution Wiener process |
Saved in:
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