Shortfalls of panel unit root testing

Author： Strauss J.   Yigit T.  

Publisher： Elsevier

ISSN： 0165-1765

Source： Economics Letters, Vol.81, Iss.3, 2003-12, pp. : 309-313

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

A comment on ‘Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks’

By Ventosa-Santaulària D.   Gómez-Zaldívar M.  

Applied Economics Letters, Vol. 20, Iss. 2, 2013-02 ,pp. : 111-113

Routledge Ltd

Access to resources Recommend Favorite

Testing for nominal convergence in the Central American area: evidence from panel data unit-root tests

By Hoarau Jean-Francois   Blancard Stephane   Jean-Pierre Philippe  

Applied Economics Letters, Vol. 16, Iss. 11, 2009-07 ,pp. : 1171-1174

Routledge Ltd

Access to resources Recommend Favorite

Pitfall of unit autoregressive root testing

By Vougas Dimitrios V.  

Applied Economics Letters, Vol. 9, Iss. 10, 2002-08 ,pp. : 665-669

Routledge Ltd

Access to resources Recommend Favorite

Panel unit root tests and real exchange rates

By MacDonald R.  

Economics Letters, Vol. 50, Iss. 1, 1996-01 ,pp. : 7-11

Elsevier

Access to resources Recommend Favorite

Are currency devaluations effective? A panel unit root test

By Chou W.L.   Chao C.-C.  

Economics Letters, Vol. 72, Iss. 1, 2001-07 ,pp. : 19-25

Elsevier

Access to resources Recommend Favorite