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Shortfalls of Panel Unit Root Testing

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  • Taner Yigit

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  • Taner Yigit, 2002. "Shortfalls of Panel Unit Root Testing," Working Papers 0208, Department of Economics, Bilkent University.
  • Handle: RePEc:bil:wpaper:0208
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    File URL: http://www.bilkent.edu.tr/~economics/papers/02-08%20DP_T.Yigit.pdf
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    References listed on IDEAS

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    1. Maddala, G S & Wu, Shaowen, 1999. "A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 631-652, Special I.
    2. Fleissig, Adrian & Strauss, Jack, 2001. "Panel Unit-Root Tests of OECD Stochastic Convergence," Review of International Economics, Wiley Blackwell, vol. 9(1), pages 153-162, February.
    3. Evans, Paul & Karras, Georgios, 1996. "Convergence revisited," Journal of Monetary Economics, Elsevier, vol. 37(2-3), pages 249-265, April.
    4. G. S. Maddala & Shaowen Wu, 1999. "A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(S1), pages 631-652, November.
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