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Panel Data Unit Root Test with Fixed Time Dimension
Josep Lluís Carrion-i-Silvestre
Kaddour Hadri
出版
SSRN
, 2010
URL
http://books.google.com.hk/books?id=r7DdzwEACAAJ&hl=&source=gbs_api
註釋
The consideration of the limit theory in which"T"is fixed and"N"is allowed to go to infinity improves the finite-sample properties of the tests and avoids the imposition of the relative rates at which"T"and"N"go to infinity.