Unit root tests in panel data: asymptotic and finite-sample properties-Reference-Cited by-同舟云学术

Unit root tests in panel data: asymptotic and finite-sample properties

Published:2002-05 Issue:1 Volume:108 Page:1-24
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Levin Andrew,Lin Chien-Fu,James Chu Chia-Shang

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference29 articles.

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2. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991

3. Probability and Measure;Billingsley,1986

4. Time Series Analysis: Forecasting and Control;Box,1970

5. Breitung, J., Meyer, W., 1991. Testing for unit roots in panel data: are wages on different bargaining levels cointegrated? Institut fur Quantitative Wirtschaftsforschung, Working paper.

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