✦ LIBER ✦

Unit root tests for cross-sectionally dependent seasonal panels

✍ Scribed by Yonghee Lee; Dong Wan Shin

Book ID: 116421449
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 152 KB
Volume: 93
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2006.05.021

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing for seasonal unit roots in heter

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

✍ Jesús Otero; Jeremy Smith; Monica Giulietti 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 136 KB

Panel unit root tests under cross-sectio

Panel unit root tests under cross-sectional dependence

✍ Jörg Breitung; Samarjit Das 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 182 KB

Panel Unit-root Tests for Cross-sectiona

Panel Unit-root Tests for Cross-sectionally Correlated Panels: A Monte Carlo Comparison

✍ Luciano Gutierrez 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 153 KB

Unit root tests for panel MTAR model wit

Unit root tests for panel MTAR model with cross-sectionally dependent error

✍ Dong Wan Shin; Oesook Lee 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 185 KB

Comparison of panel unit root tests unde

Comparison of panel unit root tests under cross sectional dependence

✍ Myoung Jin Jang; Dong Wan Shin 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 96 KB

Dynamic factor extraction of cross-secti

Dynamic factor extraction of cross-sectional dependence in panel unit root tests

✍ George Kapetanios 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 204 KB 👁 1 views

## Abstract Recently, considerable emphasis has been placed on the problems arising out of cross‐sectional dependence in panel unit root tests. This paper adopts the factor‐based cross‐sectional dependence paradigm of Bai and Ng (2005) but suggests alternative factor extraction methods. Some theore