Chu, Hsiao-Ping; Chang, Tsangyao; Chang, Hsu-Ling; Su, … - In: Physica A: Statistical Mechanics and its Applications 384 (2007) 2, pp. 485-492
Here, the Panel seemingly unrelated regressions augmented Dickey–Fuller test (SURADF) test, first introduced and advanced by Breuer et al. [Misleading inferences from panel unit-root tests with an illustration from purchasing power parity, Rev. Int. Econ. 9(3) (2001) 482–493], is used to...