PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION

Josep Lluís Carrion‐i‐Silvestre and Kaddour Hadri ()
Authors registered in the RePEc Author Service: Josep Lluís Carrion-i-Silvestre

Bulletin of Economic Research, 2010, vol. 62, issue 3, 269-277

Abstract: The consideration of the limit theory in which T is fixed and N is allowed to go to infinity improves the finite‐sample properties of the tests and avoids the imposition of the relative rates at which T and N go to infinity.

Date: 2010
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https://doi.org/10.1111/j.1467-8586.2009.00323.x

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