| dc.contributor.author | Strauss, J. | en_US |
| dc.contributor.author | Yigit, T. | en_US |
| dc.date.accessioned | 2015-07-28T11:57:20Z | |
| dc.date.available | 2015-07-28T11:57:20Z | |
| dc.date.issued | 2003 | en_US |
| dc.identifier.issn | 0165-1765 | |
| dc.identifier.uri | http://hdl.handle.net/11693/11292 | |
| dc.description.abstract | This 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.iso | English | en_US |
| dc.source.title | Economics Letters | en_US |
| dc.relation.isversionof | http://dx.doi.org/10.1016/S0165-1765(03)00210-6 | en_US |
| dc.subject | Panel unit root | en_US |
| dc.subject | Contemporaneous correlation | en_US |
| dc.title | Shortfalls of panel unit root testing | en_US |
| dc.type | Article | en_US |
| dc.department | Department of Economics | en_US |
| dc.citation.spage | 309 | en_US |
| dc.citation.epage | 313 | en_US |
| dc.citation.volumeNumber | 81 | en_US |
| dc.citation.issueNumber | 3 | en_US |
| dc.identifier.doi | 10.1016/S0165-1765(03)00210-6 | en_US |
| dc.publisher | Elsevier BV | en_US |
| dc.identifier.eissn | 1873-7374 | |
