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Unit Roots and Cointegration in Panels

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The Econometrics of Panel Data

Part of the book series: Advanced Studies in Theoretical and Applied Econometrics ((ASTA,volume 46))

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Authors and Affiliations

  1. Institute of Econometrics, University of Bonn, Adenauerallee 24-42, 53113 Bonn, Germany

    Jörg Breitung

  2. Cambridge University and USC, Sidgwick Avenue, Cambridge, CB3 9DD, United Kingdom

    M. Hashem Pesaran

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  1. Jörg Breitung
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  1. Department of Economics, Central European University, Nádor u. 9, 1051 Budapest, Hungary

    László Mátyás

  2. Ecole Economique de Paris (Paris School of Economics), Université Paris 1-Panthéon Sorbonne, 106-112 Boulevard de l’Hôpital, 75013 Paris, France

    Patrick Sevestre

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Breitung, J., Pesaran, M.H. (2008). Unit Roots and Cointegration in Panels. In: Mátyás, L., Sevestre, P. (eds) The Econometrics of Panel Data. Advanced Studies in Theoretical and Applied Econometrics, vol 46. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-75892-1_9

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