Add to ORKGThis paper analyzes, through Monte Carlo experiments, the robustness of several panel unit root tests to different specifications of the cross-sectional dependence. Since results show that the miss-specification of cross-correlation crucially affects the properties of the tests, a graphical approach is suggested in order to determine the model of dependence which is likely to have generated the original data.Panel unit root tests
Problems arise in testing the stationarity of the panel in the presence of cross sectional dependenc...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
Problems arise in testing the stationarity of the panel in the presence of cross sectional dependenc...
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...
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 common factor struct...
Several panel unit root tests that account for cross-section dependence using a common factor struct...
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...
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...
Several panel unit root tests that account for cross section dependence using a common factor struct...
A Monte Carlo exercise demonstrates the different size distortions that two of the most commonly use...
Several panel unit root tests that account for cross section dependence using a common factor struct...
Problems arise in testing the stationarity of the panel in the presence of cross sectional dependenc...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
Problems arise in testing the stationarity of the panel in the presence of cross sectional dependenc...
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...
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 common factor struct...
Several panel unit root tests that account for cross-section dependence using a common factor struct...
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...
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...
Several panel unit root tests that account for cross section dependence using a common factor struct...
A Monte Carlo exercise demonstrates the different size distortions that two of the most commonly use...
Several panel unit root tests that account for cross section dependence using a common factor struct...
Problems arise in testing the stationarity of the panel in the presence of cross sectional dependenc...
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We c...
Problems arise in testing the stationarity of the panel in the presence of cross sectional dependenc...