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;

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