Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data

DOI10.1111/j.1467-937X.2008.00530.xzbMath1168.91484OpenAlexW1969531154MaRDI QIDQ3393994

Jushan Bai, Josep Lluís Carrion-i-Silvestre

Publication date: 28 August 2009

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-937x.2008.00530.x

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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