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

Research output: Contribution to journalArticle (Academic Journal)peer-review

12 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)149-166
Number of pages18
JournalEconometric Reviews
Issue number2
Publication statusPublished - 2004

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