This paper demonstrates that unit root tests can suffer from inflated Type I error rates when data are cointegrated. Results from Monte Carlo simulations show that three commonly used unit root tests - the ADF, Phillips-Perron, and DF-GLS tests - frequently overreject the true null of a unit...

This paper uses the 2005 and 2006 China General Social Survey (CGSS) to study the relationship between social capital and health in China. It is the most comprehensive analysis of this subject to date, both in the sizes of the samples it analyses, in the number of social capital variables it...