𝔖 Bobbio Scriptorium
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On PPP, unit roots and panels

✍ Scribed by Martin Wagner


Book ID
105855665
Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
281 KB
Volume
35
Category
Article
ISSN
0377-7332

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Panel unit root tests and spatial depend
✍ Badi H. Baltagi; Georges Bresson; Alain Pirotte πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 398 KB

## Abstract This paper studies the performance of panel unit root tests when spatial effects are present that account for cross‐section correlation. Monte Carlo simulations show that there can be considerable size distortions in panel unit root tests when the true specification exhibits spatial err