Tests for unit roots in panels of (economic) time series, with and without cross-sectional dependence.
|Author||Christian Kleiber [aut, cre], Claudio Lupi [aut]|
|Date of publication||2012-10-20 13:25:44|
|Maintainer||Christian Kleiber <Christian.Kleiber@unibas.ch>|
|Package repository||View on R-Forge|
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