The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions

Tony Wirjanto ()

Statistics & Probability Letters, 1996, vol. 30, issue 1, 73-77

Abstract: The limiting distributions of two unit-root test statistics are derived and discussed for data that have both cross-sectional and time-series dimensions.

Keywords: Unit; root; Cross; section; Time; series; Limiting; distribution; Wiener; process (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (2)

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