Testing for stationarity in heterogeneous panel data where the time dimension is finite

Hadri, Kaddour and larsson, Rolf

Testing for stationarity in heterogeneous panel data where the time dimension is finite J5710 2005 - 2005 - 55-69 V. 08 Issue. 1


Econometrics

Heterogeneous panel data;Unit root tests;Central limit theorem;Moments of the ratio of two dependent quadratic forms;Stationarity tests;

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