Shortfalls of panel unit root testing
Date
2003
Authors
Strauss, J.
Yigit, T.
Editor(s)
Advisor
Supervisor
Co-Advisor
Co-Supervisor
Instructor
BUIR Usage Stats
1
views
views
4
downloads
downloads
Citation Stats
Series
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.
Source Title
Economics Letters
Publisher
Elsevier BV
Course
Other identifiers
Book Title
Degree Discipline
Degree Level
Degree Name
Citation
Permalink
Published Version (Please cite this version)
Collections
Language
English