Panel unit root tests under cross-sectional dependence

Statistica Neerlandica

Volumn 59, Issue 4, 2005, Pages 414-433

  Breitung, Jörg ^a   Das, Samarjit ^a  

^a UNIVERSITY OF BONN   (Germany)

Author keywords

Cross section dependence; Panel data; Unit root test

Indexed keywords

EID: 22944464444     PISSN: 00390402     EISSN: 14679574     Source Type: Journal    
DOI: 10.1111/j.1467-9574.2005.00299.x     Document Type: Article

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