The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions

被引：1

作者：

Wirjanto, TS ^{[1
]}

机构：

[1] UNIV WATERLOO,DEPT ECON,WATERLOO,ON N2L 3G1,CANADA

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 30卷 / 01期

关键词：

unit root; cross section; time series; limiting distribution; Wiener process;

D O I：

10.1016/0167-7152(95)00203-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The limiting distributions of two unit-root test statistics are derived and discussed for data that have both cross-sectional and time-series dimensions.

引用

页码：73 / 77

页数：5

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