Title of article :
Unit root tests for cross-sectionally dependent seasonal panels
Author/Authors :
Yonghee Lee، نويسنده , , Dong Wan Shin، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Abstract :
Unit root tests are developed for seasonal panel models with cross-sectionally dependent errors. The tests are based on an instrumental variable estimator and have standard Gaussian null asymptotics.
Keywords :
Instrumental variable estimation , Seasonal unit root
Journal title :
Economics Letters
Journal title :
Economics Letters
