Performance of unit root tests in unbalanced panels: experimental evidence
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DOI: 10.1007/s10182-012-0203-8
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- Christoph Hanck & Robert Czudaj, 2015.
"Nonstationary-volatility robust panel unit root tests and the great moderation,"
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- Hanck, Christoph & Czudaj, Robert, 2013. "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," Ruhr Economic Papers 434, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Czudaj, Robert & Hanck, Christoph, 2013. "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79734, Verein für Socialpolitik / German Economic Association.
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Keywords
Panel unit root test; Cross-sectional dependence; Unbalanced panels;All these keywords.
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