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Unit root tests for panel data with AR(1) errors and small T
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Document type | Article de périodique (Journal article) – Article de recherche |
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Access type | Accès restreint |
Publication date | 2012 |
Language | Anglais |
Journal information | "The Econometrics Journal" - Vol. 15, no. 1, p. 101-124 (février 2012) |
Peer reviewed | yes |
Publisher | Wiley-Blackwell Publishing Ltd. ((United Kingdom) Oxford) |
issn | 1368-4221 |
e-issn | 1368-423X |
Publication status | Publié |
Affiliations |
USL-B
- Faculté des sciences économiques, sociales et politiques UCL - SST/ELI/ELIA - Agronomy KUL - Department of economics |
Keywords | Panel data ; Unit root ; Serial correlation |
Links |
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Bibliographic reference | De Blander, Rembert ; Dhaene, G.. Unit root tests for panel data with AR(1) errors and small T. In: The Econometrics Journal, Vol. 15, no. 1, p. 101-124 (février 2012) |
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Permanent URL | http://hdl.handle.net/2078.1/107896 |