Keywords
Unit rootMathematicsSample (material)Panel dataUnit root testUnit (ring theory)Applied mathematicsStatisticsEconometricsRoot (linguistics)CointegrationPhysics
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Publication Info
- Year
- 2002
- Type
- article
- Volume
- 108
- Issue
- 1
- Pages
- 1-24
- Citations
- 12367
- Access
- Closed
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Cite This
Andrew Levin,
Chien‐Fu Lin,
Chia-Shang James Chu
(2002).
Unit root tests in panel data: asymptotic and finite-sample properties.
Journal of Econometrics
, 108
(1)
, 1-24.
https://doi.org/10.1016/s0304-4076(01)00098-7
Identifiers
- DOI
- 10.1016/s0304-4076(01)00098-7