Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties

Levin, AndrewAndrewLevinLin, Chien-FuChien-FuLinChu, Chia-Shang JamesChia-Shang JamesChu2010-10-112018-06-282010-10-112018-06-282002-08http://ntur.lib.ntu.edu.tw//handle/246246/213958en-USUnit Root Tests in Panel Data: Asymptotic and Finite-Sample Propertiesjournal article10.1016/S0304-4076(01)00098-7