Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling

Econometric Reviews

Volumn 29, Issue 2, 2009, Pages 111-145

  Gengenbach, Christian ^a   Palm, Franz C ^a   Urbain, Jean Pierre ^a  

^a MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Cross section dependence; Factor models; Non stationary panel data; Unit root tests

Indexed keywords

EID: 77949604059     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930903382125     Document Type: Article

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