Add to ORKGSeveral panel unit root tests that account for cross section dependence using a common factor structure have been proposed in the literature recently, notably Pesaran (2005)
A Monte Carlo exercise demonstrates the different size distortions that two of the most commonly use...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
Several panel unit root tests that account for cross section dependence using a com-mon factor struc...
Several panel unit root tests that account for cross-section dependence using a common factor struct...
Several panel unit root tests that account for cross-section dependence using a common factor struct...
Several panel unit root tests that account for cross section dependence using a common factor struct...
The increasing availability of new datasets where the time-series dimension and the cross-section di...
The increasing availability of new datasets where the time-series dimension and the cross-section di...
Abstract: This paper proposes a unit root test for panel data with cross sectional dependence. The p...
This paper analyzes, through Monte Carlo experiments, the robustness of several panel unit root test...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
This article proposes an overview of the recent developments relating to panel unit root tests. Afte...
This article proposes an overview of the recent developments relating to panel unit root tests. Afte...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
A Monte Carlo exercise demonstrates the different size distortions that two of the most commonly use...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
Several panel unit root tests that account for cross section dependence using a com-mon factor struc...
Several panel unit root tests that account for cross-section dependence using a common factor struct...
Several panel unit root tests that account for cross-section dependence using a common factor struct...
Several panel unit root tests that account for cross section dependence using a common factor struct...
The increasing availability of new datasets where the time-series dimension and the cross-section di...
The increasing availability of new datasets where the time-series dimension and the cross-section di...
Abstract: This paper proposes a unit root test for panel data with cross sectional dependence. The p...
This paper analyzes, through Monte Carlo experiments, the robustness of several panel unit root test...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
This article proposes an overview of the recent developments relating to panel unit root tests. Afte...
This article proposes an overview of the recent developments relating to panel unit root tests. Afte...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
A Monte Carlo exercise demonstrates the different size distortions that two of the most commonly use...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...