PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION

J.L. Carrion-i-Silvestre, Kaddour Hadri

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

The consideration of the limit theory in which T is fixed and N is allowed to go to infinity improves the finite-sample properties of the tests and avoids the imposition of the relative rates at which T and N go to infinity.
Original languageEnglish
Pages (from-to)269-277
Number of pages9
JournalBulletin of Economic Research
Volume62
Issue number3
DOIs
Publication statusPublished - Jul 2010

ASJC Scopus subject areas

  • Economics and Econometrics

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