Article ID Journal Published Year Pages File Type
5061497 Economics Letters 2009 4 Pages PDF
Abstract
Utilizing recursive mean adjustment (RMA) we provide two unit root tests: the covariate RMA unit root test and the panel feasible generalized RMA unit root test. The proposed panel unit root tests are precise and powerful, especially when T > N.
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Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Panel unit root tests under cross section dependence with recursive mean adjustment
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