ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES
Gaia Becheri, I., Drost, Feike C., Akker, Ramon van denVolume:
31
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/S0266466614000656
Date:
June, 2015
File:
PDF, 157 KB
english, 2015