Breuer, Janice Boucher; McNown, Robert; Wallace, Myles - In: Oxford Bulletin of Economics and Statistics 64 (2002) 5, pp. 527-46
A unit root testing procedure is presented that exploits the well-established power advantages of panel estimation while rectifying a deficiency in other panel unit root tests. This test (called SURADF) is based on seemingly unrelated regressions applied to Augmented Dickey-Fuller (ADF) tests...