A simple panel unit root test in the pre
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M. Hashem Pesaran
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Article
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2007
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John Wiley and Sons
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English
β 372 KB
π 1 views
## 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