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Statistical tests / Parametric statistics / Statistical methods / T-statistic / Unit root / Dickey–Fuller test / Autoregressive conditional heteroskedasticity / Panel data / Panel analysis / Statistics / Time series analysis / Econometrics
Date: 2006-07-14 23:15:01
Statistical tests
Parametric statistics
Statistical methods
T-statistic
Unit root
Dickey–Fuller test
Autoregressive conditional heteroskedasticity
Panel data
Panel analysis
Statistics
Time series analysis
Econometrics

Journal of Econometrics–24 www.elsevier.com/locate/econbase Unit root tests in panel data: asymptotic and "nite-sample properties Andrew Levina , Chien-Fu Linb , Chia-Shang James Chub; ∗

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