Open AccessPanel Unit Root Tests and Spatial Dependence
Author(s) -
Badi H. Baltagi,
Georges Bresson,
Alain Pirotte
Publication year - 2006
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1815340
Subject(s) - unit root , monte carlo method , panel data , spatial dependence , econometrics , statistics , spatial correlation , unit root test , unit (ring theory) , mathematics , cointegration , mathematics education
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