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Statistics
A Journal of Theoretical and Applied Statistics
Volume 51, 2017 - Issue 3
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Original Articles

Likelihood ratio tests for a unit root in panels with random effects

Rolf LarssonDepartment of Mathematics, Uppsala University, Uppsala, SwedenView further author information
,
Johan LyhagenDepartment of Statistics, Uppsala University, Uppsala, SwedenView further author information
&
Joakim WesterlundDepartment of Economics, Lund University, Lund, Sweden;Centre for Financial Econometrics, Deakin University, Melbourne, AustraliaCorrespondence[email protected]
[email protected]
View further author information
Pages 627-654 | Received 03 Feb 2015, Accepted 21 Sep 2016, Published online: 14 Dec 2016

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