Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies

By Yoosoon Chang, Wonho Song. 2009

51 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/7d1a60ebcd46b36d2c0fa94f3adc429bc015a6f9

Citations in the corpus

• A Simple Panel-CADF Test for Unit Roots (2013, unknown): “For this reason, a number of influential papers on panel unit root testing, including Choi (2001) and Chang and Song (2009), consider the same empirical application.”