## Abstract A number of panel unit root tests that allow for crossβsection dependence have been proposed in the literature that use orthogonalization type procedures to asymptotically eliminate the crossβdependence of the series before standard panel unit root tests are applied to the transformed s
β¦ LIBER β¦
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
β Scribed by G. S. Maddala; Shaowen Wu
- Book ID
- 108554706
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 202 KB
- Volume
- 61
- Category
- Article
- ISSN
- 0140-5543
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