Unit Roots and Cointegration in Panels

68 Pages Posted: 8 Jun 2016

See all articles by Jörg Breitung

Jörg Breitung

University of Bonn; Deutsche Bundesbank

M. Hashem Pesaran

University of Southern California - Department of Economics; University of Cambridge - Trinity College (Cambridge)

Multiple version iconThere are 2 versions of this paper

Date Written: 2005

Abstract

This paper provides a review of the literature on unit roots and cointegration

Keywords: Panel Unit Roots, Panel Cointegration, Cross Section Dependence, Common Effects

JEL Classification: C22, C15, C12, C23

Suggested Citation

Breitung, Jörg and Pesaran, M. Hashem, Unit Roots and Cointegration in Panels (2005). Bundesbank Series 1 Discussion Paper No. 2005,42, Available at SSRN: https://ssrn.com/abstract=2785225

Jörg Breitung (Contact Author)

University of Bonn ( email )

Postfach 2220
Bonn, D-53012
Germany

Deutsche Bundesbank

Wilhelm-Epstein-Strasse 14
Frankfurt/Main D-60431
Germany

M. Hashem Pesaran

University of Southern California - Department of Economics

3620 South Vermont Ave. Kaprielian (KAP) Hall 300
Los Angeles, CA 90089
United States

University of Cambridge - Trinity College (Cambridge) ( email )

United Kingdom

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

Paper statistics

Downloads
39
Abstract Views
350
PlumX Metrics