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Published on: July 3, 2020

Truncated Product Methods for Panel Unit Root Tests

Xuguang Sheng1, Jingyun Yang

  • 1Department of Economics, American University, Washington, DC 20016, USA.

Oxford Bulletin of Economics and Statistics
|July 23, 2013
PubMed

Keywords:
Density ForecastP-valuePanel Unit RootSieve BootstrapTruncated Product Method

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