This paper was presented at the 16th International Panel Data Conference (2010) in Amsterdam, the Netherlands and 81st Southern Economic Association Annual Meeting (2011) in Washington, D.C. We thank Stefano Fachin, Christoph Hanck, Joachim Hartung, James MacKinnon, Serena Ng, Hashem Pesaran, Dmitri Zaykin and participants in the conference for helpful comments and suggestions. We also thank the editor Anindya Banerjee and two anonymous referees for the comments that have significantly improved the paper. Dr. Yang's research was supported by Award Number P50DA010075-15 from the National Institute on Drug Abuse. The usual disclaimer applies.
Truncated Product Methods for Panel Unit Root Tests*
Article first published online: 14 MAY 2012
© John Wiley & Sons Ltd and the Department of Economics, University of Oxford 2012
Oxford Bulletin of Economics and Statistics
Volume 75, Issue 4, pages 624–636, August 2013
How to Cite
Sheng, X. and Yang, J. (2013), Truncated Product Methods for Panel Unit Root Tests. Oxford Bulletin of Economics and Statistics, 75: 624–636. doi: 10.1111/j.1468-0084.2012.00705.x
- Issue published online: 2 JUL 2013
- Article first published online: 14 MAY 2012
- Final Manuscript Received: April 2012
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