Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends

A1.286 WP 97/05

Posted: 15 Jan 1998

See all articles by Richard D. F. Harris

Richard D. F. Harris

University of Bristol

Elias Tzavalis

University of London - Queen Mary - Department of Economics

Date Written: 1997

Abstract

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

Harris, Richard D. F. and Tzavalis, Elias, Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends (1997). A1.286 WP 97/05. Available at SSRN: https://ssrn.com/abstract=53364

Richard D. F. Harris (Contact Author)

University of Bristol ( email )

University of Bristol,
Senate House, Tyndall Avenue
Bristol, BS8 ITH
United Kingdom

Elias Tzavalis

University of London - Queen Mary - Department of Economics ( email )

Mile End Road
London, E1 4NS
United Kingdom

HOME PAGE: http//www.qmw.ac.uk/~ugte184/

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