NDLI: Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application

Content Provider	Scilit
Author	Silva, S. De Hadri, K. Tremayne, A. R.
Copyright Year	2009
Description	Journal: The Econometrics Journal
Ending Page	366
Starting Page	340
ISSN	2573508X
e-ISSN	1368423X
DOI	10.1111/j.1368-423x.2009.00287.x
Journal	The Econometrics Journal
Issue Number	2
Volume Number	12
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2009-07-01
Access Restriction	Open
Subject Keyword	Journal: The Econometrics Journal Statistics and Probability Cross‐section Dependence Efficient Markets Hypothesis Factor Models Finite Sample Properties Panel Data Unit Root Tests
Content Type	Text
Resource Type	Article
Subject	Economics and Econometrics

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Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application