Modified CADF and CIPS Panel Unit Root Statistics with...

Oxford Bulletin of Economics and Statistics 2016 / 06 Vol. 78; Iss. 3

Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions

Westerlund, Joakim, Hosseinkouchack, Mehdi
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Volume:
78
Language:
english
Journal:
Oxford Bulletin of Economics and Statistics
DOI:
10.1111/obes.12127
Date:
June, 2016
File:
PDF, 520 KB
english, 2016
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