Testing for a unit root in panels with dynamic factors

Hyungsik Moon () and Benoit Perron ()

Journal of Econometrics, 2004, vol. 122, issue 1, 81-126

Date: 2004
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Citations: View citations in EconPapers (596)

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Related works:
Working Paper: Testing for a Unit Root in Panels with Dynamic Factors (2002)
Working Paper: TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:122:y:2004:i:1:p:81-126

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