Pooled Unit Root Tests in Panels with a Common Factor

Research output: Working paper

Details

Authors
Organisations
Research areas and keywords

Subject classification (UKÄ) – MANDATORY

  • Economics

Keywords

  • Pooled Unit Root Tests, panel data, Common Factor, Cross-Sectional Dependence, Monte Carlo Simulation
Original languageEnglish
PublisherDepartment of Economics, Lund Universtiy
Publication statusPublished - 2005
Publication categoryResearch

Publication series

NameWorking Papers. Department of Economics, Lund University
No.9

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