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Pooled Unit Root Tests in Panels with a Common Factor

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Author

Publishing year

2005

Language

English

Publication/Series

Working Papers. Department of Economics, Lund University

Issue

9

Document type

Working paper

Publisher

Department of Economics, Lund University

Topic

  • Economics

Keywords

  • Pooled Unit Root Tests
  • panel data
  • Common Factor
  • Cross-Sectional Dependence
  • Monte Carlo Simulation

Status

Published