## 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
✦ LIBER ✦
Testing for panel unit roots in the presence of spatial dependency
✍ Scribed by Månsson, Kristofer; Shukur, Ghazi; Sjölander, Pär
- Book ID
- 126654860
- Publisher
- Taylor and Francis Group
- Year
- 2013
- Tongue
- English
- Weight
- 125 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0003-6846
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