A Simple Panel-CADF Test for Unit Roots*

Author:

Costantini Mauro,Lupi Claudio

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Reference22 articles.

1. ‘Testing for purchasing power parity using stationary covariates’;Amara;Applied Financial Economics,2006

2. ‘Unit root testing using covariates: some theory and evidence’;Caporale;Oxford Bulletin of Economics and Statistics,1999

3. ‘Test for unit roots in small panels with short-run and long-run cross-sectional dependencies’;Chang;Review of Economic Studies,2009

4. ‘Unit root tests for panel data’;Choi;Journal of International Money and Finance,2001

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