A simple panel unit root test in the presence of cross-section dependence-Reference-Cited by-同舟云学术

A simple panel unit root test in the presence of cross-section dependence

Published:2007 Issue:2 Volume:22 Page:265-312
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J. Appl. Econ.

Author:

Pesaran M. Hashem

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference41 articles.

1. An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

2. Determining the Number of Factors in Approximate Factor Models

3. A PANIC Attack on Unit Roots and Cointegration

4. Nonstationary panels, cointegration in panels and dynamic panels: A survey

5. 1999. Efficient Tests for Autoregressive Unit Roots in Panel Data. Unpublished manuscript, Board of Governors of the Federal Reserve System, Washington, D.C.

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