Research Journal of Applied Sciences
Year:
2016
Volume:
11
Issue:
3
Page No.
77 - 80
References
Dickey, D.A. and W.A. Fuller, 1979. Distribution of the estimators for autoregressive time series with a unit root. J. Am. Stat. Assoc., 74: 427-431.
CrossRef | Direct Link | Gudarzi, A. and H. Zobeydi, 2008. To review banking development effects on commercial banks interests of Iran. Econ. Res. Iran, 10: 11-139.
Keshavarz, G.H. and A. Babaie, 2011. Modeling cash agitation in exchange market using panel data and garch. Financial Res. Season Mag., 31: 41-72.
Levin, A., C.F. Lin and C.S.J. Chu, 2002. Unit root tests in panel data: Asymptotic and finite-sample properties. J. Econ., 108: 1-24.
CrossRef | Direct Link | Maddala, G.S. and S. Wu, 1999. A comparative study of unit root tests with panel data and a new simple test. Oxford Bull. Econ. Stat., 61: 631-652.
Direct Link | Phillips, P.C.B. and P. Perron, 1988. Testing for a unit root in time series regression. Biometrika, 75: 335-346.
Direct Link |