Series-specific Unit Root Tests with Panel Data*

By J. Breuer, R. McNown, Myles Wallace. 2002

255 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/0a9189e438388267aeacaef644ffcda53548ade3

How researchers see this paper

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In Economics and Econometrics

1. Celil Aydın
2. Ömer Esen

Citations in the corpus

• Reducing CO2 emissions in the EU member states: Do environmental taxes work? (2018, methodology): “…types of second generation tests are Taylor and Sarno’s (1998) MADF (multivariate augmented Dickey–Fuller), SURADF (seemingly unrelated regression augmented Dickey–Fuller) developed by Breuer, McNown, and Wallace (2002), and CADF (cross-sectional augmented Dickey–Fuller) devised by Pesaran (2006).”