𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Series-specific Unit Root Tests with Panel Data

✍ Scribed by Janice Boucher Breuer; Robert McNown; Myles Wallace


Book ID
108554702
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
127 KB
Volume
64
Category
Article
ISSN
0140-5543

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


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