مرکز منطقه ای اطلاع رساني علوم و فناوري - Panel data unit roots tests: The role of serial correlation and the time dimension

Title of article :

Panel data unit roots tests: The role of serial correlation and the time dimension

Author/Authors :

Stefan De Wachter، نويسنده , , Richard D.F. Harris، نويسنده , , Elias Tzavalis، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

230

To page :

244

Keywords :

Instrumental variables , Unit roots , Moving average errors , Generalized method of moments , Dynamic longitudinal (panel) data

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2007

Journal title :

Journal of Statistical Planning and Inference

Record number :

220302

Link To Document :