Exploiting cross-section variation for unit root inference in dynamic data
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Publication:1327875
DOI10.1016/0165-1765(93)00302-5zbMath0796.62107OpenAlexW1619038707MaRDI QIDQ1327875
Publication date: 25 July 1994
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-41868
Monte Carloleast-squares estimatorscross-section variationnon-vanishing biastime-series variationunit root regressions
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Economic time series analysis (91B84)
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