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Unit root inference in generally trending and cross-correlated fixed-T panels

Robertson, Donald, Sarafidis, Vasilis and Westerlund, Joakim 2017, Unit root inference in generally trending and cross-correlated fixed-T panels, Journal of business and economic statistics, pp. 1-12, doi: 10.1080/07350015.2016.1191501.

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Title Unit root inference in generally trending and cross-correlated fixed-T panels
Author(s) Robertson, Donald
Sarafidis, Vasilis
Westerlund, Joakim
Journal name Journal of business and economic statistics
Start page 1
End page 12
Total pages 12
Publisher Taylor & Francis
Place of publication Abingdon, Eng.
Publication date 2017
ISSN 0735-0015
1537-2707
Keyword(s) Common factors
GMM
Unit root test
Unobserved heterogeneity
Panel data
Language eng
DOI 10.1080/07350015.2016.1191501
Field of Research 01 Mathematical Sciences
14 Economics
15 Commerce, Management, Tourism And Services
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2017, American Statistical Association
Persistent URL http://hdl.handle.net/10536/DRO/DU:30097099

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