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, doi: 10.1016/j.jeconom.2011.11.009.

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Title Testing for a unit root in a random coefficient panel data model
Author(s) Westerlund, JoakimORCID iD for Westerlund, Joakim orcid.org/0000-0002-8030-5706
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
DOI 10.1016/j.jeconom.2011.11.009
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

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Created: Tue, 03 Jul 2012, 15:47:11 EST by Aysun Alpyurek

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