articleJournal of EconometricsApr 30, 2003GREEN OA

Testing for unit roots in heterogeneous panels

KSKyung So ImMHM. Hashem PesaranYSYongcheol Shin

University of Central Florida · Trinity College London · +1 more institution

Indexed incrossref

Abstract

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14,915
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297.29
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100%
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27
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Authors

3

Topics & keywords

Topics
Keywords
  • Mathematics
  • Statistics
  • Unit root
  • Test statistic
  • Statistic
  • Monte Carlo method
  • Diagonal
  • Dimension (graph theory)
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