Panel unit root tests under cross section dependence with recursive mean adjustment

Economics Letters

Volumn 105, Issue 1, 2009, Pages 123-126

  Sul, Donggyu ^a  

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

Author keywords

Covariate unit root test; Cross section dependence; Dynamic factors; Panel unit root test; Recursive detrending

Indexed keywords

EID: 69549133397     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2009.06.023     Document Type: Article

References (6)

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