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

Andrew Levin (), Chien-Fu Lin and Chia-Shang James Chu

Journal of Econometrics, 2002, vol. 108, issue 1, 1-24

Date: 2002
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Software Item: LEVINLIN: RATS procedure to perform Levin-Lin-Chu test for unit roots in panel data
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