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    • Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 

      Robertson, Donald; Sarafidis, Vasilis; Westerlund, Joakim (Taylor & Francis, 2016-05-21)
      This paper proposes a new panel unit root test based on the generalized method of moments approach for panels with a possibly small number of time periods, T, and a large number of cross-sectional units, N. In the model ...