The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions
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Publication:1129465
DOI10.1016/0167-7152(95)00203-0zbMath0903.62017OpenAlexW1992003978MaRDI QIDQ1129465
Publication date: 16 August 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(95)00203-0
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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