articleJournal of EconometricsJan 22, 2004Closed access

Testing for a unit root in panels with dynamic factors

HRHyungsik Roger Moon BPBenoît Perron

University of Southern California · Université de Montréal · +2 more institutions

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Abstract

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931

total citations

FWCI: 47.97
Percentile: 100%
References: 37

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Authors

2

HR
Hyungsik Roger MoonCorresponding
University of Southern California
BP
Benoît Perron
Université de Montréal, Université du Québec à Montréal, Center for Interuniversity Research and Analysis on Organizations

Topics & keywords

Topics

Keywords

Unit root
Unobservable
Monte Carlo method
Mathematics
Null hypothesis
Null (SQL)
Statistical hypothesis testing
Applied mathematics

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