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Publication Year:
2016
Tags:
Unit root test
Simon Reese
;
Joakim Westerlund
Panicca: Panic on Cross-Section Averages (replication data)
The cross-section average (CA) augmentation approach of Pesaran (A simple panel unit root test in presence of cross-section dependence. Journal of Applied Econometrics 2007; 22:...
DOI:10.15456/jae.2022326.0659754392
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