A Panel Unit Root Test with Good Power in Small Samples

ISSN： 0747-4938

Source： Econometric Reviews, Vol.28, Iss.4, 2009-07, pp. : 295-313

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

Abstract

Related content

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

Cross-sectional and serial correlation in a small-sample homogeneous panel data unit root test

By Jönsson Kristian

Applied Economics Letters, Vol. 12, Iss. 14, 2005-11 ,pp. : 899-905

Routledge Ltd

Access to resources Recommend Favorite

Time-specific disturbances and cross-sectional dependency in a small-sample heterogeneous panel data unit root test

By Jönsson Kristian

Applied Economics, Vol. 38, Iss. 11, 2006-06 ,pp. : 1309-1317

Routledge Ltd

Access to resources Recommend Favorite

Does purchasing power parity hold following the launch of the euro? Evidence from the panel unit root test

By Wu Yi-Hua Lin Eric

Applied Economics Letters, Vol. 18, Iss. 2, 2011-02 ,pp. : 167-172

Routledge Ltd

Access to resources Recommend Favorite

A more powerful panel unit root test with an application to PPP

By Lau Chi Keung Marco

Applied Economics Letters, Vol. 16, Iss. 1, 2009-01 ,pp. : 75-80

Routledge Ltd

Access to resources Recommend Favorite