Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms

Hugo Kruiniger () and Elias Tzavalis ()
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Elias Tzavalis: Department of Economics, Queen Mary, University of London

No B5-1, 10th International Conference on Panel Data, Berlin, July 5-6, 2002 from International Conferences on Panel Data

New Economics Papers: this item is included in nep-ets
Date: Written 2002-03
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Related works:
Working Paper: Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms (2002)
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