|
|||||
|
|
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels |
|
| Authors: | Donald Robertson Vasilis Sarafidis Joakim Westerlund |
| Affiliation: | 1. University of Cambridge, College Farmhouse, 61 High Street, Barton, Cambridge CB23 7BG, UK (dr10011@cam.ac.uk);2. Monash University, Department of Econometrics, 900 Dandenong Road, Caulfield, VIC 3145, Australia(dr10011@cam.ac.uk);3. Department of Economics, Lund University, and Centre for Financial Econometrics, Deakin University, Box 7082 220 07, Lund, Sweden (joakim.westerlund@nek.lu.se) |
| Abstract: | |
| Keywords: | Common factors GMM Panel data Unit root test Unobserved heterogeneity |