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Testing for a unit root in a random coefficient panel data model

Westerlund, Joakim and Larsson, Rolf 2012, Testing for a unit root in a random coefficient panel data model, Journal of econometrics, vol. 167, no. 1, pp. 254-273.

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Title Testing for a unit root in a random coefficient panel data model
Author(s) Westerlund, Joakim
Larsson, Rolf
Journal name Journal of econometrics
Volume number 167
Issue number 1
Start page 254
End page 273
Total pages 20
Publisher Elsevier BV
Place of publication Amsterdam, The Netherlands
Publication date 2012-03
ISSN 0304-4076
Keyword(s) Panel unit root test
random coefficient autoregressive model
local asymptotic power
Language eng
Field of Research 150202 Financial Econometrics
Socio Economic Objective 970114 Expanding Knowledge in Economics
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2011, Elsevier B.V. All rights reserved.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30046055

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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Created: Tue, 03 Jul 2012, 15:47:11 EST by Aysun Alpyurek