PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION

被引：3
|
作者：
Carrion-i-Silvestre, Josep Lluis [1 ]
Hadri, Kaddour [2 ]
机构：
[1] Univ Barcelona, Dept Econometr Stat & Spanish Econ, AQR IREA Res Grp, Barcelona 08034, Spain
[2] Queens Univ Belfast, Sch Management, Belfast BT7 1NN, Antrim, North Ireland
来源：
BULLETIN OF ECONOMIC RESEARCH | 2010年 / 62卷 / 03期
关键词：
fixed time dimension; panel data unit root; C12; C22;
D O I：
10.1111/j.1467-8586.2009.00323.x
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The consideration of the limit theory in which T is fixed and N is allowed to go to infinity improves the finite-sample properties of the tests and avoids the imposition of the relative rates at which T and N go to infinity.
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页码：269 / 277
页数：9
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