Panicca: panic on cross-section averages

Reese, Simon and Westerlund, Joakim 2016, Panicca: panic on cross-section averages, Journal of applied econometrics, vol. 31, pp. 961-981, doi: 10.1002/jae.2487.

Attached Files
Name Description MIMEType Size Downloads

Title Panicca: panic on cross-section averages
Author(s) Reese, Simon
Westerlund, JoakimORCID iD for Westerlund, Joakim
Journal name Journal of applied econometrics
Volume number 31
Start page 961
End page 981
Total pages 21
Publisher Wiley
Place of publication London, Eng.
Publication date 2016
ISSN 1099-1255
Keyword(s) C12
cross-section average augmentation
unit root test
cross-section dependence
common factors
Language eng
DOI 10.1002/jae.2487
Field of Research 150202 Financial Econometrics
Socio Economic Objective 919999 Economic Framework not elsewhere classified
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2015, Wiley
Persistent URL

Document type: Journal Article
Collections: Faculty of Business and Law
Deakin Business School
2018 ERA Submission
Connect to link resolver
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 27 times in TR Web of Science
Scopus Citation Count Cited 28 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 414 Abstract Views, 18 File Downloads  -  Detailed Statistics
Created: Mon, 07 Sep 2015, 14:40:37 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact