Testing for Panel Unit Roots in the Presence of an Unknown Structural Break and Cross-Sectional Dependency
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Keywords
Panel unit root test; cross-sectional dependency; structural break; wavelet;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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