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    Introductory Econometrics for Finance
  4. Exam
    Exam 11: Panel Data and Limited Dependent Variable Models
  5. Question
    To Test for Unit Roots in Panel Data, Levin, Lin
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To Test for Unit Roots in Panel Data, Levin, Lin

Question 11

Question 11

Multiple Choice

To test for unit roots in panel data, Levin, Lin and Chu (2002) develop a test based on the equation . What is the appropriate null hypothesis for this test? To test for unit roots in panel data, Levin, Lin and Chu (2002)  develop a test based on the equation . What is the appropriate null hypothesis for this test?   A)    B)    C)    D)


A) To test for unit roots in panel data, Levin, Lin and Chu (2002)  develop a test based on the equation . What is the appropriate null hypothesis for this test?   A)    B)    C)    D)
B) To test for unit roots in panel data, Levin, Lin and Chu (2002)  develop a test based on the equation . What is the appropriate null hypothesis for this test?   A)    B)    C)    D)
C) To test for unit roots in panel data, Levin, Lin and Chu (2002)  develop a test based on the equation . What is the appropriate null hypothesis for this test?   A)    B)    C)    D)
D) To test for unit roots in panel data, Levin, Lin and Chu (2002)  develop a test based on the equation . What is the appropriate null hypothesis for this test?   A)    B)    C)    D)

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