A monte carlo comparison of panel unit root tests under factor structure

Applied Economics Letters

Volumn 20, Issue 3, 2013, Pages 288-291

  Lin, J H ^a   Hu, Yi ^b   Wang, M J ^a   Xia, X H ^c  

^a SUN YAT SEN UNIVERSITY   (China)

^b CHINESE ACADEMY OF SCIENCES   (China)

^c RENMIN UNIVERSITY OF CHINA   (China)

Author keywords

Cross section dependence; Factor structure; Monte carlo; Panel unit root tests

Indexed keywords

ECONOMIC ANALYSIS; FACTOR ANALYSIS; MONTE CARLO ANALYSIS; PANEL DATA;

EID: 84868092918     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504851.2012.695067     Document Type: Article

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