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The accuracy of normal approximation in a heterogeneous panel data unit root test - MaRDI portal

The accuracy of normal approximation in a heterogeneous panel data unit root test (Q946270)

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scientific article; zbMATH DE number 5345716
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The accuracy of normal approximation in a heterogeneous panel data unit root test
scientific article; zbMATH DE number 5345716

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    The accuracy of normal approximation in a heterogeneous panel data unit root test (English)
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    22 September 2008
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    panel data
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    unit root
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    stationarity
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    simulation
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    small-sample inference
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