Chang, Tsangyao; Liu, Wen-Chi; Aye, Goodness C.; Gupta, … - Department of Economics, Faculty of Economic and … - 2013
This study applies Panel KSS Test with a Fourier function through the Sequential Panel Selection Method, proposed by …, and Western Cape). Whereas other panel-based unit root tests are joint tests of a unit root for all members of a panel and … in a panel setting, the SPSM-based panel KSS with a Fourier function can clearly identify how many and which series in …