In an effort to resolve the "all or nothing" nature of panel unit root tests, Professors Boucher-Breuer, McNown and … Wallace propose the SURADF test that can determine the mix of stationary and non-stationary series in a panel. We reveal a … practical shortcoming of the test. Specifically, the results of the test appear to be highly sensitive to the selection of panel …

This study develops new rank tests for panels that include panel unit root tests as a special case. The tests are …-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence …

specified and fail to consider the influence of cross-sectional dependence, non-stationarity and cointegration. Using a panel …We examine the effect of population size on government size for a panel of 130 countries for the period between 1970 …