Unit root tests in panel data: asymptotic and finite-sample properties

Journal of Econometrics - Tập 108 Số 1 - Trang 1-24 - 2002
Andrew Levin1, Chien-Fu Lin2, Chia-Shang James Chu2
1Federal Reserve Board of Governors, Washington, DC 20551, USA
2Department of Economics, National Taiwan University, No. 21 Hsu Chou Road, Taipei, Taiwan, ROC

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