Travail de recherche/Working paper
Titre:
  • Multivariate unit root tests
Auteur:Flôres, Renato; Preumont, Pierre-Yves; Szafarz, Ariane
Statut de publication:Publié, 1995
series:Working papers CEB, 95-001.RS
Sujet CREF:Economie
Sujet JEL:Hypothesis Testing
Multiple or Simultaneous Equation Models: General
Model Evaluation and Selection
Multiple or Simultaneous Equation Models: Models with Panel Data
Multiple or Simultaneous Equation Models: Time-Series Models
Mots-clés:unit root
multivariate test
stationarity
panel data
Langue:Anglais
Identificateurs:RePEc:sol:wpaper:95-001
as-0039