An effective way to control for cross-section correlation when conducting a panel unit root test is to remove the common factors from the data. However, there remain many ways to use the defactored ...
Journal of Applied Econometrics, Vol. 22, No. 2, Heterogeneity and Cross Section Dependence in Panel Data Models: Theory and Applications (Mar., 2007), pp. 265-312 (48 pages) A number of panel unit ...
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