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dc.contributor.authorStrauss, J.en_US
dc.contributor.authorYigit, T.en_US
dc.date.accessioned2015-07-28T11:57:20Z
dc.date.available2015-07-28T11:57:20Z
dc.date.issued2003en_US
dc.identifier.issn0165-1765
dc.identifier.urihttp://hdl.handle.net/11693/11292
dc.description.abstractThis paper shows that (i) magnitude and variation of contemporaneous correlation are important in panel unit root tests, and (ii) demeaning across the panel usually does not eliminate these problems. (C) 2003 Elsevier B.V. All rights reserved.en_US
dc.language.isoEnglishen_US
dc.source.titleEconomics Lettersen_US
dc.relation.isversionofhttp://dx.doi.org/10.1016/S0165-1765(03)00210-6en_US
dc.subjectPanel unit rooten_US
dc.subjectContemporaneous correlationen_US
dc.titleShortfalls of panel unit root testingen_US
dc.typeArticleen_US
dc.departmentDepartment of Economicsen_US
dc.citation.spage309en_US
dc.citation.epage313en_US
dc.citation.volumeNumber81en_US
dc.citation.issueNumber3en_US
dc.identifier.doi10.1016/S0165-1765(03)00210-6en_US
dc.publisherElsevier BVen_US
dc.identifier.eissn1873-7374


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