Due to weaknesses in traditional tests, a Bayesian approach is developed to investigate whether unit roots exist in macroeconomic time-series. Bayesian posterior odds comparing unit root models to ...
Journal of Applied Econometrics, Vol. 22, No. 2, Heterogeneity and Cross Section Dependence in Panel Data Models: Theory and Applications (Mar., 2007), pp. 265-312 (48 pages) A number of panel unit ...
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