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PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION
Author(s) -
CarrioniSilvestre Josep Lluís,
Hadri Kaddour
Publication year - 2010
Publication title -
bulletin of economic research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.227
H-Index - 29
eISSN - 1467-8586
pISSN - 0307-3378
DOI - 10.1111/j.1467-8586.2009.00323.x
Subject(s) - infinity , unit root , dimension (graph theory) , limit (mathematics) , mathematics , sample (material) , panel data , unit root test , economics , test (biology) , econometrics , root (linguistics) , mathematical economics , mathematical analysis , combinatorics , physics , cointegration , philosophy , linguistics , paleontology , biology , thermodynamics
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.