LEVINLIN—Unit Root Test for Panel Data
Posted: Tue Aug 21, 2018 4:44 pm
@LevinLin implements tests for unit roots in panel data from Levin, Lin and Chu(2002), "Unit root tests in panel data: Asymptotic and finite-sample properties", Journal of Econometrics, vol 108, no 1, 1–24.
Detailed description
Detailed description