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A Generalized Nonlinear IV Unit Root Test for Panel Data with Cross-Sectional Dependence

Introduction. Panel unit root test: Survey by Hurlin and Mignon (2004) Assume cross sectional independenceLevin and Lin (1992,1993); Levin, Lin and Chu (2002); Harris and Tzavalis (1999); Im, Pesaran and Shin (1997, 2003); Maddala and Wu (1999); Choi (1999,2001) . Panel unit root test : Assumin

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A Generalized Nonlinear IV Unit Root Test for Panel Data with Cross-Sectional Dependence

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