Westerlund, Joakim; Blomquist, Johan - In: Empirical Economics 44 (2013) 2, pp. 833-860
In a recent study, Westerlund (Empir Econ 37:517–531, <CitationRef CitationID="CR37">2009</CitationRef>) shows that the performance of the popular LLC (Levin et al., J Econ 108:1–24, <CitationRef CitationID="CR22">2002</CitationRef>) panel unit root test depends critically on the choice of lag truncation used when correcting for serial correlation, and that it is only when this...</citationref></citationref>
