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, Joakim orcid.org/0000-0002-8030-5706 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 0883-7252 Keyword(s) C12 C13 C33 C36 PANIC 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 http://hdl.handle.net/10536/DRO/DU:30078210 Document type: Journal Article Collections: Faculty of Business and Law Deakin Business School 2018 ERA Submission Related Links Link Description Connect to published version Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Mon, 07 Sep 2015, 14:40:37 EST Tue, 08 Sep 2015, 05:11:00 EST Thu, 24 Sep 2015, 13:40:32 EST Thu, 24 Sep 2015, 13:41:13 EST Fri, 25 Sep 2015, 06:12:06 EST Fri, 25 Sep 2015, 10:55:08 EST Fri, 25 Sep 2015, 11:47:57 EST Fri, 25 Sep 2015, 11:53:31 EST Fri, 25 Sep 2015, 12:22:56 EST Tue, 29 Sep 2015, 14:17:36 EST Wed, 07 Oct 2015, 09:30:56 EST Fri, 09 Oct 2015, 17:09:26 EST Mon, 12 Oct 2015, 16:15:20 EST Mon, 23 Nov 2015, 09:49:06 EST Fri, 09 Sep 2016, 14:29:04 EST Thu, 08 Dec 2016, 14:58:58 EST Wed, 11 Jan 2017, 09:44:57 EST Wed, 14 Feb 2018, 08:34:39 EST Filtered Full Citation counts:   Cited 27 times in TR Web of Science Cited 28 times in Scopus Search Google Scholar Access Statistics: 414 Abstract Views, 18 File Downloads  -  Detailed Statistics Created: Mon, 07 Sep 2015, 14:40:37 EST

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