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Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence

✍ Scribed by Jesús Otero; Jeremy Smith; Monica Giulietti

Book ID
116421707
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
136 KB
Volume
97
Category
Article
ISSN
0165-1765

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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