Model specification in panel data unit root tests with an unknown break
Although the impact of structural breaks on testing for unit root has been studied extensively for univariate time-series, such impact on panel data unit root tests is still relatively unknown. A major issue is the choice of model in accommodating different types of break prior to testing for unit r...
| Main Authors: | , |
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| Format: | Journal Article |
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Elsevier Science
2011
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/6586 |