International Journal

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

Authors

Andrew Levin, Chien‐Fu Lin, Chia-Shang James Chu

Journal

Journal of Econometrics

Year Published

2002

Publisher

Elsevier BV

Citations

12797 citations

Type

Article

Language

EN

Topics & Concepts

Unit root (0.81) Mathematics (0.62) Sample (material) (0.59) Panel data (0.57) Unit root test (0.48)

Abstract

Unit root tests in panel data: asymptotic and finite-sample properties - Full text available via OpenAlex

Author Details

Andrew Levin

ORCID

Chien‐Fu Lin

ORCID

Chia-Shang James Chu

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