Title of article
Unit root tests for cross-sectionally dependent seasonal panels
Author/Authors
Yonghee Lee، نويسنده , , Dong Wan Shin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
7
From page
311
To page
317
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.
Keywords
Instrumental variable estimation , Seasonal unit root
Journal title
Economics Letters
Serial Year
2006
Journal title
Economics Letters
Record number
436084
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