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Bootstrap unit root tests in panels with cross-sectional dependency

. Journal of Econometrics, 120 (2): 263--293 (June 2004)

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Nonlinear instrumental variable estimation of an autoregression, , and . Journal of Econometrics, 118 (1-2): 219--246 (00 2004)Index models with integrated time series, and . Journal of Econometrics, 114 (1): 73--106 (May 2003)ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS, and . Econometric Reviews, 21 (4): 431--447 (2002)Bootstrap unit root tests in panels with cross-sectional dependency. Journal of Econometrics, 120 (2): 263--293 (June 2004)Nonlinear IV unit root tests in panels with cross-sectional dependency. Journal of Econometrics, 110 (2): 261--292 (October 2002)Bootstrapping cointegrating regressions, , and . Journal of Econometrics, 133 (2): 703--739 (August 2006)A Sieve Bootstrap For The Test Of A Unit Root, and . Journal of Time Series Analysis, 24 (4): 379--400 (182 07 2003)doi: 10.1111/1467-9892.00312.