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Testing for unit roots in heterogeneous panels
Journal of Econometrics · 2003 · Vol. 115(1) · pp. 53–74
Kyung So Im✉(University of Central Florida)M. Hashem Pesaran(Trinity College London)Yongcheol Shin(University of Edinburgh)
Monetary Policy and Economic ImpactFinancial Risk and Volatility ModelingComplex Systems and Time Series AnalysisMathematicsStatisticsUnit rootTest statisticStatisticMonte Carlo methodDiagonalDimension (graph theory)Series (stratigraphy)Unit root test
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References
Estimating long-run relationships from dynamic heterogeneous panels
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Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Journal of the American Statistical Association · 1979 · 22,774 citations
Unit root tests in panel data: asymptotic and finite-sample properties
Journal of Econometrics · 2002 · 12,566 citations
Testing for unit roots in autoregressive-moving average models of unknown order
Biometrika · 1984 · 3,186 citations
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Contemporary Sociology A Journal of Reviews · 1995 · 11,212 citations
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Journal of the American Statistical Association · 1979 · 9,000 citations
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