Advanced

Pooled Unit Root Tests in Panels with a Common Factor

Westerlund, Joakim LU (2005) 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
Pooled Unit Root Tests, panel data, Common Factor, Cross-Sectional Dependence, Monte Carlo Simulation
in
Working Papers. Department of Economics, Lund University
issue
9
publisher
Department of Economics, Lund University
language
English
LU publication?
yes
id
c9601fc6-e88d-4c53-891c-0ca8be26d86b (old id 1387138)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2005_009.htm
date added to LUP
2016-04-04 10:36:37
date last changed
2018-11-21 20:59:45
@misc{c9601fc6-e88d-4c53-891c-0ca8be26d86b,
  author       = {Westerlund, Joakim},
  language     = {eng},
  note         = {Working Paper},
  number       = {9},
  publisher    = {Department of Economics, Lund University},
  series       = {Working Papers. Department of Economics, Lund University},
  title        = {Pooled Unit Root Tests in Panels with a Common Factor},
  url          = {https://lup.lub.lu.se/search/ws/files/5579431/2061471},
  year         = {2005},
}