Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
Year of publication: |
2008
|
---|---|
Authors: | Giulietti, Monica ; Otero, Jesús G. ; Smith, Jeremy |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 101.2008, 3, p. 188-192
|
Subject: | Panel | Panel study | Einheitswurzeltest | Unit root test | Querschnittsanalyse | Cross-section analysis | Theorie | Theory |
-
Giulietti, Monica, (2006)
-
Weak and strong cross section dependence and estimation of large panels
Chudik, Alexander, (2009)
-
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B., (2007)
- More ...
-
Otero, Jesús G., (2008)
-
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
Otero, Jesús G., (2007)
-
Giulietti, Monica, (2006)
- More ...