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Testing for unit roots in heterogeneous panels

200314,804 citationsJournal Articlegreen Open Access

Authors

Kyung So Im · University of Central Florida

M. Hashem Pesaran · Trinity College London

Yongcheol Shin · University of Edinburgh

Topics & Keywords

Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

Publication Details

Published in: Journal of Econometrics

Volume 115, Issue 1, pp. 53-74

DOI: 10.1016/s0304-4076(03)00092-7

Field-Weighted Citation Impact: 297.44

Testing for unit roots in heterogeneous panels | Researchclopedia