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Unit root tests for cross-sectionally dependent seasonal panels

Title
Unit root tests for cross-sectionally dependent seasonal panels
Authors
Lee Y.Shin D.W.
Ewha Authors
신동완이용희
SCOPUS Author ID
신동완scopus
Issue Date
2006
Journal Title
Economics Letters
ISSN
0165-1765JCR Link
Citation
vol. 93, no. 3, pp. 311 - 317
Indexed
SSCI; SCOPUS WOS scopus
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. © 2006 Elsevier B.V. All rights reserved.
DOI
10.1016/j.econlet.2006.05.021
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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