Likelihood ratio tests for a unit root in panels with random effects

Larsson, Rolf, Lyhagen, Johan and Westerlund, Joakim 2017, Likelihood ratio tests for a unit root in panels with random effects, Statistics, vol. 51, no. 3, pp. 627-654, doi: 10.1080/02331888.2016.1266630.

Attached Files
Name Description MIMEType Size Downloads

Title Likelihood ratio tests for a unit root in panels with random effects
Author(s) Larsson, Rolf
Lyhagen, Johan
Westerlund, JoakimORCID iD for Westerlund, Joakim
Journal name Statistics
Volume number 51
Issue number 3
Start page 627
End page 654
Total pages 28
Publisher Taylor & Francis
Place of publication London, Eng.
Publication date 2017
ISSN 0233-1888
Keyword(s) unit root
panel data
random effects
Science & Technology
Physical Sciences
Statistics & Probability
Language eng
DOI 10.1080/02331888.2016.1266630
Field of Research 140304 Panel Data Analysis
0104 Statistics
Socio Economic Objective 970114 Expanding Knowledge in Economics
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©201, Informa
Persistent URL

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Economics
Connect to link resolver
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 0 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 270 Abstract Views, 2 File Downloads  -  Detailed Statistics
Created: Mon, 09 Jan 2017, 14:39:32 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact