A Note on the Pooling of Individual PANIC Unit Root Tests

Research output: Working paper/Preprint › Working paper

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Original language	English
Publisher	Department of Economics, Lund University
Publication status	Published - 2007

Name	Working Papers, Department of Economics, Lund University
No.	5

Subject classification (UKÄ)

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title = "A Note on the Pooling of Individual PANIC Unit Root Tests",

keywords = "Panel Unit Root Test, Pooling, Common Factor, Cross-Sectional Dependence",

author = "Joakim Westerlund",

year = "2007",

language = "English",

series = "Working Papers, Department of Economics, Lund University",

publisher = "Department of Economics, Lund University",

number = "5",

type = "WorkingPaper",

institution = "Department of Economics, Lund University",

}

TY - UNPB

T1 - A Note on the Pooling of Individual PANIC Unit Root Tests

AU - Westerlund, Joakim

PY - 2007

Y1 - 2007

KW - Panel Unit Root Test

KW - Pooling

KW - Common Factor

KW - Cross-Sectional Dependence

M3 - Working paper

T3 - Working Papers, Department of Economics, Lund University

BT - A Note on the Pooling of Individual PANIC Unit Root Tests

PB - Department of Economics, Lund University

ER -