Search found 1 match

by Ozymandias
Tue May 05, 2015 9:46 am
Forum: Looking for Code?
Topic: Bai and Carrion-i-Silvestere (2009) Panel unit root test
Replies: 0
Views: 4590

Bai and Carrion-i-Silvestere (2009) Panel unit root test

Dear all, Just wondering if there is a RATS procedure to conduct the panel unit root test proposed by Bai and Carrio-i-Silvestere (2009) in the following paper: Bai, J., & Carrion-i-silvestre, J. L. (2009). Structural changes, common stochastic trends, and unit roots in panel data. Review of Eco...