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Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots

✍ Scribed by Jesús Otero, Jeremy Smith

Book ID
118298664
Publisher
Springer US
Year
2011
Tongue
English
Weight
147 KB
Volume
41
Category
Article
ISSN
1572-9974

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A simple panel unit root test in the presence of cross-section dependence
✍ M. Hashem Pesaran 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 372 KB 👁 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