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A Note on the Pooling of Individual PANIC Unit Root Tests

Westerlund, Joakim LU (2007) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working Paper
publication status
published
subject
keywords
Panel Unit Root Test, Pooling, Common Factor, Cross-Sectional Dependence
in
Working Papers, Department of Economics, Lund University
issue
5
publisher
Department of Economics, Lund Universtiy
language
English
LU publication?
yes
id
4eafcd6e-ce59-4bd8-8c2f-1b894ea72646 (old id 1387290)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2007_005.htm
date added to LUP
2009-04-20 12:27:25
date last changed
2016-04-16 08:41:49
@misc{4eafcd6e-ce59-4bd8-8c2f-1b894ea72646,
  author       = {Westerlund, Joakim},
  keyword      = {Panel Unit Root Test,Pooling,Common Factor,Cross-Sectional Dependence},
  language     = {eng},
  number       = {5},
  publisher    = {ARRAY(0x7731ae0)},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {A Note on the Pooling of Individual PANIC Unit Root Tests},
  year         = {2007},
}