Testing for unit roots in panel data using a GMM approach
✍ Scribed by Jörg Breitung
- Publisher
- Springer-Verlag
- Year
- 1997
- Tongue
- English
- Weight
- 509 KB
- Volume
- 38
- 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
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