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A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence

Giorgio Calzolari and Laura Magazzini ()

No 14/2013, Working Papers from University of Verona, Department of Economics

Keywords: panel data; dynamic model; GMM estimation; test of overidentifying restrictions (search for similar items in EconPapers)
JEL-codes: C23 C12 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-ore
Date: 2013-08
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