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- Tue May 05, 2015 9:46 am
- Forum: Looking for Code?
- Topic: Bai and Carrion-i-Silvestere (2009) Panel unit root test
- Replies: 0
- Views: 4590
Bai and Carrion-i-Silvestere (2009) Panel unit root test
Dear all, Just wondering if there is a RATS procedure to conduct the panel unit root test proposed by Bai and Carrio-i-Silvestere (2009) in the following paper: Bai, J., & Carrion-i-silvestre, J. L. (2009). Structural changes, common stochastic trends, and unit roots in panel data. Review of Eco...