Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Article first published online: 17 APR 2007
Copyright © 2007 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Special Issue: Heterogeneity and Cross Section Dependence in Panel Data Models: Theory and Application
Volume 22, Issue 2, pages 313–338, March 2007
How to Cite
Kapetanios, G. (2007), Dynamic factor extraction of cross-sectional dependence in panel unit root tests. J. Appl. Econ., 22: 313–338. doi: 10.1002/jae.943
- Issue published online: 17 APR 2007
- Article first published online: 17 APR 2007
- Manuscript Revised: 4 MAY 2006
- Manuscript Received: 4 APR 2005
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