Unit root tests for panel data

This paper develops unit root tests for panel data. These tests are devised under more general assumptions than the tests previously proposed. First, the number of groups in the panel data is assumed to be either finite or infinite. Second, each group is assumed to have different types of nonstochas...

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Bibliographic details
Volume: 20
Main Author: Choi, In
Format: Journal Article
Language: English
Zielgruppe: Professional
Academic
Place of publication: OXFORD Elsevier Ltd 2001
ELSEVIER SCI LTD
Elsevier
Elsevier B.V
published in: Journal of international money and finance Vol. 20; no. 2; pp. 249 - 272
Data of publication: 2001
ISSN: 0261-5606
1873-0639
EISSN: 1873-0639
Discipline: Business
Series: Journal of International Money and Finance
Subjects:
C33
Online Access: Fulltext
Database: Social Sciences Citation Index
Web of Knowledge
Web of Science
Web of Science - Social Sciences Citation Index - 2001
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