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WITHDRAWN: More powerful non-linear panel unit root test and its application

✍ Scribed by Marco Chi-Keung Lau

Book ID: 116424092
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 23 KB
Volume: 28
Category: Article
ISSN: 0264-9993
DOI: 10.1016/j.econmod.2010.06.007

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## Abstract Unit root tests, seeking mean or trend reversion, are frequently applied to panel data. We show that more powerful variants of commonly applied tests are readily available. Moreover, power gains persist when the modifications are applied to bootstrap procedures that may be employed when