Myths and Facts about Panel Unit Root Tests

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dc.contributor.authorWesterlund, Joakim
dc.contributor.authorBreitung, Jörg
dc.date.accessioned2009-09-11T08:26:35Z
dc.date.available2009-09-11T08:26:35Z
dc.date.issued2009-09-11T08:26:35Z
dc.description.abstractThis 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.identifier.issn1403-2465
dc.identifier.urihttp://hdl.handle.net/2077/21050
dc.language.isoengen
dc.relation.ispartofseriesWorking Papers in Economicsen
dc.relation.ispartofseries380en
dc.subjectNon-stationary panel dataen
dc.subjectUnit root testsen
dc.subjectCross-section dependenceen
dc.subjectMultidimensional limitsen
dc.titleMyths and Facts about Panel Unit Root Testsen
dc.typeTexten
dc.type.svepreporten

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