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

Authors: Harris R.D.F.; Tzavalis E.1

Source: Journal of Econometrics, Volume 91, Number 2, August 1999 , pp. 201-226(26)

Publisher: Elsevier

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Keywords: [JEL classification codes] C22; [JEL classification codes] C23; Panel data; Unit roots; Fixed effects; Central limit theorem

Language: English

Document Type: Research article

DOI: 10.1016/S0304-4076(98)00076-1

Affiliations: 1: Department of Economics, University of Exeter, Exeter EX4 4PU, UK

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