Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474930903382125
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1. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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4. Determining the Number of Factors in Approximate Factor Models
5. A PANIC Attack on Unit Roots and Cointegration
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