Unit root tests for panel MTAR model with cross-sectionally dependent error

Dong Shin () and Oesook Lee

Metrika: International Journal for Theoretical and Applied Statistics, 2008, vol. 67, issue 3, 315-326

Keywords: Gaussian asymptotics; Instrumental variable estimation; Unit root test (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s00184-007-0135-6

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