Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends
A1.286 WP 97/05
Posted: 15 Jan 1998
Date Written: 1997
This paper proposes a similar unit root testing procedure for heterogeneous dynamic panel data, based on the score principle, assuming that the time dimension of the panel is fixed.
JEL Classification: C22; C23; F43
Suggested Citation: Suggested Citation