## 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
Panel unit root tests under cross-sectional dependence
✍ Scribed by Jörg Breitung; Samarjit Das
- Book ID
- 111014271
- Publisher
- John Wiley and Sons
- Year
- 2005
- Tongue
- English
- Weight
- 182 KB
- Volume
- 59
- Category
- Article
- ISSN
- 0039-0402
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