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Testing for a unit root in panels with dynamic factors

2004927 citationsJournal Article

Authors

Hyungsik Roger Moon · University of Southern California

Benoît Perron · Université de Montréal

Topics & Keywords

Monetary Policy and Economic Impact Spatial and Panel Data Analysis Statistical Methods and Inference

Publication Details

Published in: Journal of Econometrics

Volume 122, Issue 1, pp. 81-126

DOI: 10.1016/j.jeconom.2003.10.020

Field-Weighted Citation Impact: 47.86

Testing for a unit root in panels with dynamic factors | Researchclopedia