Testing for unit roots in small panels with short-run and long-run cross-sectional dependencies

Review of Economic Studies

Volumn 76, Issue 3, 2009, Pages 903-935

  Chang, Yoosoon ^a   Song, Wonho ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b Chung Ang University   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

COINTEGRATION ANALYSIS; HYPOTHESIS TESTING; PANEL DATA; PROBABILITY; PURCHASING POWER PARITY; REAL EXCHANGE RATE;

EID: 67549148511     PISSN: 00346527     EISSN: 1467937X     Source Type: Journal    
DOI: 10.1111/j.1467-937X.2009.00549.x     Document Type: Article

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