Mean group tests for stationarity in heterogeneous panels
Shin, Yingcheol and Snell, Andy
Mean group tests for stationarity in heterogeneous panels J5711 2006 - 2006 - 123-158 V. 06 Issue. 1
Econometrics
Mean group tests;Heterogeneous panels;Joint asymptotic theory;Stationarity;Unit roots;Monte carlo simulation;Finite sample adjustment;
Mean group tests for stationarity in heterogeneous panels J5711 2006 - 2006 - 123-158 V. 06 Issue. 1
Econometrics
Mean group tests;Heterogeneous panels;Joint asymptotic theory;Stationarity;Unit roots;Monte carlo simulation;Finite sample adjustment;