A Monte Carlo comparison of panel unit root tests under factor structure

This article investigates and compares, through Monte Carlo experiments, the finite sample sizes and powers of the proposed ‘second-generation’ Panel Unit Root Tests (PUTs) under the strict and approximate factor structures, respectively.

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Year of publication:	2013
Authors:	Lin, J. H. ; Hu, Yi ; Wang, M. J. ; Xia, X. H.
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 20.2013, 3, p. 288-291
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010624383