OpenAlex | Unit root tests in panel data: asymptotic and finite-sample properties

Unit root tests in panel data: asymptotic and finite-sample properties

Work

Year: 2002

Type: article

Source: Journal of Econometrics

Authors Andrew Levin, Chien‐Fu Lin, Chia-Shang James Chu

Institutions Federal Reserve Board of Governors, National Taiwan University

Cites: 31

Cited by: 11,940

Related to: 10

FWCI: 232.7

Citation percentile (by year/subfield): 100

Topic: Spatial and Panel Data Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed