The effects of variance breaks on homogenous panel unit root tests
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More about this item
Keywords
Panel unit root tests; variance breaks; cross sectional dependence; Fisher hypothesis;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2009-11-07 (Econometrics)
- NEP-ETS-2009-11-07 (Econometric Time Series)
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