Panel Data Unit Root Test with Fixed Time Dimension

9 Pages Posted: 21 Jun 2010

See all articles by Josep Lluís Carrion-i-Silvestre

Josep Lluís Carrion-i-Silvestre

University of Barcelona - Department of Econometrics

Kaddour Hadri

Queen's University Belfast

Abstract

The consideration of the limit theory in which T is fixed and N is allowed to go to infinity improves the finite-sample properties of the tests and avoids the imposition of the relative rates at which T and N go to infinity.

Suggested Citation

Carrion-i-Silvestre, Josep Lluís and Hadri, Kaddour, Panel Data Unit Root Test with Fixed Time Dimension. Bulletin of Economic Research, Vol. 62, Issue 3, pp. 269-277, July 2010, Available at SSRN: https://ssrn.com/abstract=1626507 or http://dx.doi.org/10.1111/j.1467-8586.2009.00323.x

Josep Lluís Carrion-i-Silvestre (Contact Author)

University of Barcelona - Department of Econometrics ( email )

Av. Diagonal 690
Barcelona, E-08034
Spain

Kaddour Hadri

Queen's University Belfast ( email )

25 University Square
Belfast, BT7 1NN
Ireland

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
5
Abstract Views
322
PlumX Metrics