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- Wed May 15, 2013 5:16 am
- Forum: Estimation
- Topic: Calculation of half-life for a panel unit root
- Replies: 0
- Views: 1344
Calculation of half-life for a panel unit root
Hello, I am trying to compare whether there is a difference in the converge to the mean for the real effective exchange rate during a fixed and a floating exchange rate system for a panel unit root test. The panel test I am using is the "ADF - Fisher Chi-Square" test and to be able to calc...