Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062637 | Economics Letters | 2006 | 7 Pages |
Abstract
Unit root tests are developed for seasonal panel models with cross-sectionally dependent errors. The tests are based on an instrumental variable estimator and have standard Gaussian null asymptotics.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Yonghee Lee, Dong Wan Shin,