PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION

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

doi:10.1111/j.1467-8586.2009.00323.x

PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION

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

Research output: Contribution to journal › Article › peer-review

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 language	English
Pages (from-to)	269-277
Number of pages	9
Journal	Bulletin of Economic Research
Volume	62
Issue number	3
DOIs	https://doi.org/10.1111/j.1467-8586.2009.00323.x
Publication status	Published - Jul 2010

ASJC Scopus subject areas

Economics and Econometrics

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10.1111/j.1467-8586.2009.00323.x

Cite this

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title = "PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION",

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.",

author = "J.L. Carrion-i-Silvestre and Kaddour Hadri",

year = "2010",

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N2 - 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.

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DO - 10.1111/j.1467-8586.2009.00323.x

M3 - Article

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EP - 277

JO - Bulletin of Economic Research

JF - Bulletin of Economic Research

SN - 1467-8586

IS - 3

ER -

PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION

Abstract

ASJC Scopus subject areas

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