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Inference for unit roots in dynamic panels where the time dimension is fixed

Journal of Econometrics · 1999 · Vol. 91(2) · pp. 201–226
Richard HarrisElias Tzavalis
Spatial and Panel Data AnalysisMonetary Policy and Economic ImpactEconomic Growth and ProductivityAutoregressive modelMathematicsUnit rootEstimatorStatisticsAsymptotic distributionMonte Carlo methodSeries (stratigraphy)Dimension (graph theory)Panel data
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References
Unit root tests in panel data: asymptotic and finite-sample properties
Journal of Econometrics · 2002 · 12,566 citations
Formulation and estimation of dynamic models using panel data
Journal of Econometrics · 1982 · 2,844 citations
Efficient estimation of models for dynamic panel data
Journal of Econometrics · 1995 · 1,052 citations
Testing for a unit root in time series regression
Biometrika · 1988 · 17,746 citations
Biases in Dynamic Models with Fixed Effects
Econometrica · 1981 · 8,434 citations
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