Estimation of Autoregressive Roots near Unity using Panel Data

Hyungsik Moon () and Peter Phillips

University of California at Santa Barbara, Economics Working Paper Series from Department of Economics, UC Santa Barbara

Keywords: Estimation; of; Autoregressive; Roots; near; Unity; using; Panel; Data (search for similar items in EconPapers)
Date: 1999-07-01
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
https://www.escholarship.org/uc/item/7fd8x80m.pdf;origin=repeccitec (application/pdf)

Related works:
Journal Article: ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA (2000)
Working Paper: Estimation of Autoregressive Roots Near Unity Using Panel Data (1999)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cdl:ucsbec:qt7fd8x80m

Access Statistics for this paper

More papers in University of California at Santa Barbara, Economics Working Paper Series from Department of Economics, UC Santa Barbara Contact information at EDIRC.
Bibliographic data for series maintained by Lisa Schiff ().