Shortfalls of panel unit root testing

被引：71
|
作者：
Strauss, J
Yigit, T
机构：
[1] St Louis Univ, Dept Econ, St Louis, MO 63108 USA
[2] Bilkent Univ, Ankara, Turkey
来源：
ECONOMICS LETTERS | 2003年 / 81卷 / 03期
关键词：
panel unit root; contemporaneous correlation;
D O I：
10.1016/S0165-1765(03)00210-6
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper shows that (i) magnitude and variation of contemporaneous correlation are important in panel unit root tests, and (ii) demeaning across the panel usually does not eliminate these problems. (C) 2003 Elsevier B.V. All rights reserved.
引用
收藏
页码：309 / 313
页数：5
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