Unit root inference in panel data models where the time-series dimension is fixed: A comparison of different tests

Econometrics Journal

Volumn 13, Issue 1, 2010, Pages 63-94

  Madsen, Edith ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Dynamic panel data model; Initial values; Local alternatives; Unit roots

Indexed keywords

EID: 76949095506     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2009.00302.x     Document Type: Article

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