107
Views
4
CrossRef citations to date
0
Altmetric
Original Articles

Cross-sectional and serial correlation in a small-sample homogeneous panel data unit root test

Pages 899-905 | Published online: 21 Aug 2006

References

  • Beck , N and Katz , JN . 1995 . What to do (and not to do) with time-series cross-section data . American Political Science Review , 89 : 634 – 47 .
  • Cheung , Y-W and Lai , KS . 1995 . Lag order and critical values of the augmented Dickey–Fuller test . Journal of Business and Economic Statistics , 13 ( 3 ) : 277 – 80 .
  • Harvey , A and Bates , D . 2003 . Multivariate unit root tests and testing for Convergence . DAE Working Paper No. 0301 (December 2002) . 2003 . Faculty of Economics and Politics, University of Cambridge .
  • Im , K , Pesaran , M and Shin , Y . 1997 . Testing for unit roots in heterogenous panels . mimeo ,
  • Jönsson , K . 2005 . Cross-sectional dependency and size distortion in a small-sample homogeneous panel-data unit root test . Oxford Bulletin of Economics and Statistics , forthcoming
  • Levin , A and Lin , C-F . 1992 . Unit root tests in panel data: asymptotic and finite sample properties . Discussion Paper no. 92-93 . 1992 . San Diego : University of California .
  • Levin , A and Lin , C-F . 1993 . Unit root tests in panel data: new results . Discussion Paper no. 93-56 . 1993 . San Diego : University of California .
  • O’Connell , PGJ . 1998 . The overvaluation of purchasing power parity . Journal of International Economics , 44 : 1 – 19 .
  • Quah , D . 1994 . Exploiting cross-section variation for unit roots inference in dynamic data . Economics Letters , 44 : 9 – 19 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.