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Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling

✍ Scribed by Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre

Book ID
121502329
Publisher
Taylor and Francis Group
Year
2009
Tongue
English
Weight
226 KB
Volume
29
Category
Article
ISSN
0747-4938

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A simple panel unit root test in the pre
A simple panel unit root test in the presence of cross-section dependence
✍ M. Hashem Pesaran πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 372 KB πŸ‘ 1 views

## 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