• English
    • svenska
  • English 
    • English
    • svenska
  • Login
View Item 
  •   Home
  • School of Business, Economics and Law / Handelshögskolan
  • Department of Economics / Institutionen för nationalekonomi med statistik
  • Working papers
  • View Item
  •   Home
  • School of Business, Economics and Law / Handelshögskolan
  • Department of Economics / Institutionen för nationalekonomi med statistik
  • Working papers
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Myths and Facts about Panel Unit Root Tests

Abstract
This paper points to some of the common myths and facts that have emerged from 20 years of research into the analysis of unit roots in panel data. Some of these are wellknown, others are not. But they all have in common that if ignored the effects can be very serious. This is demonstrated using both simulations and theoretical reasoning.
URI
http://hdl.handle.net/2077/21050
Collections
  • Working papers
View/Open
gupea_2077_21050_1.pdf (550.4Kb)
Date
2009-09-11
Author
Westerlund, Joakim
Breitung, Jörg
Keywords
Non-stationary panel data
Unit root tests
Cross-section dependence
Multidimensional limits
Publication type
report
ISSN
1403-2465
Series/Report no.
Working Papers in Economics
380
Language
eng
Metadata
Show full item record

DSpace software copyright © 2002-2016  DuraSpace
Contact Us | Send Feedback
Theme by 
Atmire NV
 

 

Browse

All of DSpaceCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CollectionBy Issue DateAuthorsTitlesSubjects

My Account

LoginRegister

DSpace software copyright © 2002-2016  DuraSpace
Contact Us | Send Feedback
Theme by 
Atmire NV