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A note on the use of the LLC panel unit root test

✍ Scribed by Joakim Westerlund


Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
180 KB
Volume
37
Category
Article
ISSN
0377-7332

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## Abstract A number of panel unit root tests that allow for cross‐section dependence have been proposed in the literature that use orthogonalization type procedures to asymptotically eliminate the cross‐dependence of the series before standard panel unit root tests are applied to the transformed s