This implements the tests from Harris and Tzavalis(1999), "Inference for unit roots in dynamic panels where the time dimension is fixed", Journal of Econometrics, vol 91, pp 201–226. This uses large N, fixed T asymptotics, correcting the unit root tests for sample sample bias.
htunit.src
Detailed description
HTUNIT—Harris-Tzavalis Panel Unit Root Test
HTUNIT—Harris-Tzavalis Panel Unit Root Test
Last bumped by TomDoan on Tue Feb 10, 2015 12:31 pm.