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;