Shortfalls of panel unit root testing

DOI10.1016/S0165-1765(03)00210-6zbMath1255.62384MaRDI QIDQ1927399

Taner Yigit, Jack Strauss

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

contemporaneous correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (3)

Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application ⋮ An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks ⋮ Testing economic convergence in non-stationary panel

Cites Work

• Testing for unit roots in heterogeneous panels.

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