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To Test for Unit Roots in Panel Data, Levin, Lin

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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)


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