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;
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;