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Finite-sample distribution of a recursively mean-adjusted panel data unit root test - MaRDI portal

Finite-sample distribution of a recursively mean-adjusted panel data unit root test (Q3446976)

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Finite-sample distribution of a recursively mean-adjusted panel data unit root test
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    Finite-sample distribution of a recursively mean-adjusted panel data unit root test (English)
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    27 June 2007
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    panel data
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    unit root test
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    recursive mean adjustment
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    serial correlation
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    Monte Carlo simulation
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    tables
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