Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
نویسندگان
چکیده
منابع مشابه
Unit Roots, Structural Breaks and Trends
Contents Abstract 1. Introduction 2. Models and preliminary asymptotic theory 2.1. Basic concepts and notation 2.2. The functional central limit theorem and related tools 2.3. Examples and preliminary results 2.4. Generalizations and additional references
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ژورنال
عنوان ژورنال: Review of Economic Studies
سال: 2009
ISSN: 0034-6527,1467-937X
DOI: 10.1111/j.1467-937x.2008.00530.x