Inference for Unit Roots in Dynamic Panels

R. Harris and Elias Tzavalis

Discussion Papers from University of Exeter, Department of Economics

Abstract: This paper proposes similar unit root testing procedures for both homogenous and heterogeneous dynamic panel data models, based on least squares estimates and assuming that the time dimension of the panel data is fixed. It is shown that the limiting distribution of the tests id standard normal.

Keywords: PANEL DATA; UNIT ROOTS; ECONOMIC MODELS (search for similar items in EconPapers)
JEL-codes: C22 C23 F43 (search for similar items in EconPapers)
Pages: 32 pages
Date: 1996
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:exe:wpaper:9604

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