Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application
De Silva, S. et al.
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 2009 - 2009 - 340-366 V. 12 Issue. 2
Econometrics
Cross section dependence;Efficient markets hypothesis;Factor models;Finite sample propertices;Panel data;Unit root tests;
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 2009 - 2009 - 340-366 V. 12 Issue. 2
Econometrics
Cross section dependence;Efficient markets hypothesis;Factor models;Finite sample propertices;Panel data;Unit root tests;