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Cross-sectional dependency and size distortion in a small-sample homogeneous panel-data unit root test. (2003). Jönsson, Kristian.
In: Working Papers.
RePEc:hhs:lunewp:2003_010.

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  2. Baltagi, B. H. and Kao C. (2000): Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey. Working Paper No. 16, Center for Policy Research.

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  7. Hall, R. E. (1978): Stochastic Implications of the Life Cycle Permanent Income Hypothesis: Theory and Evidence. Journal of Political Economy, 86, pp. 971-987.

  8. Harvey, A. and Bates, D. (2003): Multivariate Unit Root Tests and Testing for Convergence. DAE Working Paper No. 0301.

  9. Im, K.S., Pesaran, M.H. and Shin, Y. (1997) Testing for Unit Roots in Heterogenous Panels. Mimeographed.

  10. Karlsson, S. and Löthgren, M. (2000) On the Power and Interpretation of Panel Unit Root Tests Economics Letters, 66, pp. 249-255.

  11. Larsson, R., Lyhagen, J. and Löthgren M. (2001): Likelihood-Based Cointegration Tests in Heterogenous Panels. Econometrics Journal, 4, pp. 109-142.

  12. Levin, A. and Lin C.-F. (1992): Unit Root Tests in Panel Data: Asymptotic and Finite Sample Properties. Discussion paper 92-93, University of California, San Diego.
    Paper not yet in RePEc: Add citation now
  13. Levin, A. and Lin C.-F. (1993): Unit Root Tests in Panel Data: New Results. Discussion paper 93-56, University of California, San Diego.
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  14. Levin, A., Lin C.-F. and Chu, C.-S. J. (2002): Unit Root Tests in Panel Data: Asymptotic and Finite-Sample properties. Journal of Econometrics, 108, pp. 1-24.

  15. OConnell, P. G. J. (1998): The Overvaluation of Purchasing Power Parity. Journal of International Economics, 44, pp. 1-19.

  16. Papell, D. H. (2002): The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis. Journal of International Economics, 57, pp. 51-82.

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