𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Panel Unit-Root Tests of OECD Stochastic Convergence

✍ Scribed by Adrian Fleissig; Jack Strauss

Book ID
108534580
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
65 KB
Volume
9
Category
Article
ISSN
0965-7576

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Panel unit root tests and spatial depend
Panel unit root tests and spatial dependence
✍ 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

Dynamic factor extraction of cross-secti
Dynamic factor extraction of cross-sectional dependence in panel unit root tests
✍ George Kapetanios πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 204 KB πŸ‘ 1 views

## Abstract Recently, considerable emphasis has been placed on the problems arising out of cross‐sectional dependence in panel unit root tests. This paper adopts the factor‐based cross‐sectional dependence paradigm of Bai and Ng (2005) but suggests alternative factor extraction methods. Some theore