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Testing for cross-sectional dependence in a panel factor model using the wild bootstrap(F)test

✍ Scribed by Badi H. Baltagi, Chihwa Kao, Sanggon Na

Book ID
120787254
Publisher
Springer-Verlag
Year
2013
Tongue
English
Weight
467 KB
Volume
54
Category
Article
ISSN
0932-5026

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## 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