A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence

✍ Scribed by Loukia Meligkotsidou, Elias Tzavalis, Ioannis D. Vrontos

• Book ID: 120779352
• Publisher: Springer US
• Year: 2012
• Tongue: English
• Weight: 659 KB
• Volume: 24
• Category: Article
• ISSN: 0960-3174
• DOI: 10.1007/s11222-012-9371-3