readme.gk.txt
Creators:
George Kapetanios
From the dataset abstract
Recently, considerable emphasis has been placed on the problems arising out of cross-sectional dependence in panel unit root tests. This paper adopts the factor-based cross-sectional...
Source: Dynamic factor extraction of cross-sectional dependence in panel unit root tests (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/4fa6418f-a551-45c6-9f38-728606780a1c/resource/0e28343a-e0d7-40cb-b564-3ada961e38ac/download/readme.gk.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
