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subject:"unit root"
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1
Testing for
unit
roots
in short panels allowing for a structural break
Karavias, Yiannis
;
Tzavalis, Elias
- In:
Computational Statistics & Data Analysis
76
(
2014
)
C
,
pp. 391-407
-dimension of the panel (T) is fixed (finite) while the cross-section (N) is large. Under the null hypothesis of
unit
roots
, they …
Persistent link: https://www.econbiz.de/10010776988
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