A Monte Carlo comparison of panel unit root tests under factor structure

J. H. Lin, Yi Hu, M. J. Wang and Xiao-Hua Xia

Applied Economics Letters, 2013, vol. 20, issue 3, 288-291

Abstract: This article investigates and compares, through Monte Carlo experiments, the finite sample sizes and powers of the proposed ‘second-generation’ Panel Unit Root Tests (PUTs) under the strict and approximate factor structures, respectively.

Date: 2013
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DOI: 10.1080/13504851.2012.695067

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