Browsing Faculté des arts et des sciences – Département de sciences économiques - Cahiers de recherche by Subject "C32, C33, C44"
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Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel (Université de Montréal. Département de sciences économiques., 2009-10)Most panel unit root tests are designed to test the joint null hypothesis of a unit root for each individual series in a panel. After a rejection, it will often be of interest to identify which series can be deemed to be stationary and which series can ...