Please use this identifier to cite or link to this item: https://hdl.handle.net/1959.11/6585
Title: Panel Data Unit Roots Tests Using Various Estimation Methods
Contributor(s): Hoang, Nam  (author)orcid ; McNown, Robert (author)
Publication Date: 2006
Handle Link: https://hdl.handle.net/1959.11/6585
Abstract: In this paper, the performances of panel data unit root tests are considered and various estimation methods under different properties of data are compared. It is shown that weighted symmetric estimation increases the power of the tests without adversely affecting the size, for most data properties and most panels of dimensions N and T. The presence of serial correlation and cross-sectional correlation does not reduce the power of the tests significantly.
Publication Type: Working Paper
Publisher: Department of Economics, University of Colorado at Boulder
Place of Publication: United States of America
Field of Research (FOR): 140305 Time-Series Analysis
HERDC Category Description: W Working Paper
Other Links: http://spot.colorado.edu/~mcnownr/working_papers/panel-unit-root-tests.pdf
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