Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497)
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scientific article; zbMATH DE number 6493958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root tests for panel MTAR model with cross-sectionally dependent error |
scientific article; zbMATH DE number 6493958 |
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Unit root tests for panel MTAR model with cross-sectionally dependent error (English)
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14 October 2015
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Gaussian asymptotics
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instrumental variable estimation
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unit root test
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