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;