A simple panel unit root test in the presence of cross-section dependence
Version of Record online: 18 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 265–312, March 2007
How to Cite
Pesaran, M. H. (2007), A simple panel unit root test in the presence of cross-section dependence. J. Appl. Econ., 22: 265–312. doi: 10.1002/jae.951
- Issue online: 18 APR 2007
- Version of Record online: 18 APR 2007
- Manuscript Revised: 19 OCT 2006
- Manuscript Received: 31 JAN 2005
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/pesaran002/ .
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