是 同质面板单位根检验

Peter C.B. Phillips and Donggyu Sul， Econometrics Journal 2003, Vol 6. pp 217?60

程序1、Monte Carlo Study Gauss Code for Homogeneity Test
   "Dynamic Panel Estimation and Homogeneity Testing Under
                  Cross Section Dependence

程序2、Procedure for panel unit root test for
   "Dynamic Panel Estimation and Homogeneity Testing Under
                  Cross Section Dependence"

 

[此贴子已经被作者于2007-10-19 12:04:36编辑过]