Are panel unit root tests useful for real-time data?

Alain Hecq, Jean-Pierre Urbain and C. Gengenbach
Additional contact information
C. Gengenbach: Quantitative Economics

No 12, Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)

Date: 2011-01-01
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://cris.maastrichtuniversity.nl/ws/files/1207 ... c998fd8-ASSET1.0.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:unm:umamet:2011012

DOI: 10.26481/umamet.2011012

Access Statistics for this paper

More papers in Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Contact information at EDIRC.
Bibliographic data for series maintained by Andrea Willems () and Leonne Portz ().