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Unit root tests in panel data: asymptotic and finite-sample properties

Andrew LevinFederal Reserve Board of Governors , Washington , DC 20551 , USAChien‐Fu LinDepartment of Economics, National Taiwan University, No. 21 Hsu Chou Road, Taipei, Taiwan, ROCChia-Shang James ChuDepartment of Economics, National Taiwan University, No. 21 Hsu Chou Road, Taipei, Taiwan, ROC
2002en
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