Template-type: ReDif-Paper 1.0
Author-Name: Gengenbach Christian 
Author-Name: Hecq Alain 
Author-Name: Urbain Jean-Pierre 
Author-workplace-name: METEOR
Title: Are Panel Unit Root Tests Useful for Real-Time Data?
Abstract: With the development of real-time databases, N vintages are available for T observations instead of a single realization of the time series process. Although the use of panel unit root tests with the aim to gain in efficiency seems obvious, empirical and simulation results shown in this paper heavily mitigate the intuitive perspective.
Keywords: macroeconomics ; 
Series: Research Memoranda
Creation-Date: 2011
Number: 012
File-URL: http://digitalarchive.maastrichtuniversity.nl/fedora/objects/guid:d498a600-d4f7-440a-a9d5-6a598c998fd8/datastreams/ASSET1/content
File-Format: application/pdf
File-Size: 333784
Handle: RePEc:unm:umamet:2011012