A Simple Panel Unit-Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure
Author:
Affiliation:
1. Institute of Economics; National Sun Yat-sen University; Kaohsiung Taiwan
2. Department of Economics; National Chung Cheng University; Chia-Yi Taiwan
3. School of Management; Lanzhou University; Gansu China
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/obes.12109/fullpdf
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4. A PANIC attack on unit roots and cointegration;Bai;Econometrica,2004
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