Unit root tests for cross-sectionally dependent seasonal panels

Yonghee Lee, Dong Wan Shin

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


Unit root tests are developed for seasonal panel models with cross-sectionally dependent errors. The tests are based on an instrumental variable estimator and have standard Gaussian null asymptotics.

Original languageEnglish
Pages (from-to)311-317
Number of pages7
JournalEconomics Letters
Issue number3
StatePublished - Dec 2006

Bibliographical note

Funding Information:
This work was supported by the Korea Research Foundation Grant funded by the Korean Government (MOEHRD) (KRF-2005-070-C00021).


  • Instrumental variable estimation
  • Seasonal unit root


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