Mean group tests for stationarity in heterogeneous panels

Econometrics Journal

Volumn 9, Issue 1, 2006, Pages 123-158

  Shin, Yongcheol ^a   Snell, Andy ^b  

^a UNIVERSITY OF LEEDS   (United Kingdom)

^b UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

Finite sample adjustment; Heterogeneous panels; Joint asymptotic theory; Mean group tests; Monte carlo simulation; Stationarity; Unit roots

Indexed keywords

EID: 33845394432     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2006.00179.x     Document Type: Article

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