Article ID Journal Published Year Pages File Type
5062399 Economics Letters 2007 6 Pages PDF
Abstract

This paper presents new recursive ADF panel unit root tests. Small sample properties of the recursive tests are investigated by Monte Carlo experiments. These tests are applied to a panel of 17 OECD real exchange rate series.

Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Simple panel unit root tests to detect changes in persistence
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