Testing for unit roots in heterogeneous panels

Journal of Econometrics

Volumn 115, Issue 1, 2003, Pages 53-74

  Im, Kyung So ^a   Pesaran, M Hashem ^b   Shin, Yongcheol ^c  

^a UNIVERSITY OF CENTRAL FLORIDA   (United States)

^b TRINITY COLLEGE   (United Kingdom)

^c UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

Finite sample properties; Heterogeneous dynamic panels; T bar statistics; Tests of unit roots

Indexed keywords

COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; DATA REDUCTION; ERROR ANALYSIS; MATHEMATICAL MODELS; MONTE CARLO METHODS; PROBABILITY; TIME SERIES ANALYSIS;

ERROR VARIANCE; HETEROGENEOUS PANELS;

REGRESSION ANALYSIS;

EID: 0013498103     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00092-7     Document Type: Article

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