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

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Publication:1867709

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DOI10.1016/S0304-4076(01)00098-7zbMath1020.62079OpenAlexW1978775682MaRDI QIDQ1867709

Chien-Fu Lin, Chia-Shang James Chu, Andrew T. Levin

Publication date: 2 April 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00098-7

zbMATH Keywords

panel unit root test nonstationary panel ADF regression pooled \(t\)-statistics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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