Testing for unit roots usign panel data. Application to the French stock market efficiency

DOI10.1016/0165-1765(91)90246-HzbMath0729.62642OpenAlexW2099832056MaRDI QIDQ806930

Alban Thomas, Rachid Boumahdi

Publication date: 1991

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90246-h

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

Related Items (1)

Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis

Cites Work

• Unnamed Item
• Formulation and estimation of dynamic models using panel data
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Estimation of Dynamic Models with Error Components

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