| dc.contributor.author | Westerlund, Joakim | |
| dc.contributor.author | Breitung, Jörg | |
| dc.date.accessioned | 2009-09-11T08:26:35Z | |
| dc.date.available | 2009-09-11T08:26:35Z | |
| dc.date.issued | 2009-09-11T08:26:35Z | |
| dc.identifier.issn | 1403-2465 | |
| dc.identifier.uri | http://hdl.handle.net/2077/21050 | |
| dc.description.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. | en |
| dc.language.iso | eng | en |
| dc.relation.ispartofseries | Working Papers in Economics | en |
| dc.relation.ispartofseries | 380 | en |
| dc.subject | Non-stationary panel data | en |
| dc.subject | Unit root tests | en |
| dc.subject | Cross-section dependence | en |
| dc.subject | Multidimensional limits | en |
| dc.title | Myths and Facts about Panel Unit Root Tests | en |
| dc.type | Text | en |
| dc.type.svep | report | en |
