• Title of article

    Shortfalls of panel unit root testing

  • Author/Authors

    Jack Strauss، نويسنده , , Taner Yigit، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    5
  • From page
    309
  • To page
    313
  • 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.
  • Keywords
    Panel unit root , Contemporaneous correlation
  • Journal title
    Economics Letters
  • Serial Year
    2003
  • Journal title
    Economics Letters
  • Record number

    435303

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=435303