Testing for unit roots in dynamic panels in the presence of a deterministic trend: re-examining the unit root hypothesis for real stock prices and dividends

Richard DF Harris; Elias Tzavalis

Testing for unit roots in dynamic panels in the presence of a deterministic trend: re-examining the unit root hypothesis for real stock prices and dividends

School of Accounting and Finance

Research output: Contribution to journal › Article (Academic Journal) › peer-review

Original language	Undefined/Unknown
Pages (from-to)	149-166
Number of pages	18
Journal	Econometric Reviews
Volume	23
Issue number	2
Publication status	Published - 2004

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title = "Testing for unit roots in dynamic panels in the presence of a deterministic trend: re-examining the unit root hypothesis for real stock prices and dividends",

author = "Harris, {Richard DF} and Elias Tzavalis",

year = "2004",

language = "Undefined/Unknown",

volume = "23",

pages = "149--166",

journal = "Econometric Reviews",

issn = "0747-4938",

publisher = "Taylor & Francis Group",

number = "2",

}

TY - JOUR

T1 - Testing for unit roots in dynamic panels in the presence of a deterministic trend: re-examining the unit root hypothesis for real stock prices and dividends

AU - Harris, Richard DF

AU - Tzavalis, Elias

PY - 2004

Y1 - 2004

M3 - Article (Academic Journal)

VL - 23

SP - 149

EP - 166

JO - Econometric Reviews

JF - Econometric Reviews

SN - 0747-4938

IS - 2

ER -