The accuracy of normal approximation in a heterogeneous panel data unit root test

Kristian Jönsson

Statistical Papers, 2008, vol. 49, issue 3, 565-579

Keywords: Panel data; Unit root; Stationarity; Simulation; Small-sample inference (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s00362-006-0033-4

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