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Dave Giles is a Professor of Economics at the University of Victoria, Canada, where he specializes in Econometrics.
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Panel Unit Root Tests
Sat, 02 Jun 2012 16:54:44 GMT
I was interested to read a paper by Hashem Pesaran, titled "On the Interpretation of Panel Unit Root Tests". The paper is "forthcoming" in Economics Letters, and was recently made available on that journal's website. Reference: Pesaran, M. H., 2012. On the interpretation of panel unit root tests. Economics Letters, forthcoming. (A much, much earlier version of the paper can be found here.) © 2012, David E. Giles
