Essays on unit root testing in panel data

This thesis discusses some issues on unit root testing in panel data. It first examines the intra-China price convergence by employing panel unit root tests that take cross-sectional dependence into account. Contrast to the existing literature, where tests assuming independence are employed and PPP...

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Bibliographic Details
Main Author: Zhao, Chong
Published: University of Birmingham 2014
Subjects:
330
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.600338