Testing for Panel Unit Roots under General Cross-sectional Dependence-Reference-Cited by-同舟云学术

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Testing for Panel Unit Roots under General Cross-sectional Dependence

Published:2016-04-23 Issue:5 Volume:45 Page:1785-1801
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Holgersson H. E.T.¹²,Månsson K.¹³,Shukur G.¹

Affiliation:

1. Department of Economics, Finance and Statistics Jönköping, International Business SchoolJönköping, Sweden

2. Department of Economics and Statistics, Linnaeus University, Kalmer, Sweden

3. Department of Economics and Statistics, Göteborg University, Göteborg, Sweden

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2013.879178

Reference32 articles.

1. A PANIC Attack on Unit Roots and Cointegration

2. Testing for unit roots in panel data: are wages on different bargaining levels cointegrated?

3. Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model

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