Panel unit root tests and spatial dependence
研究空间效应存在时面板单位根检验的表现，蒙特卡洛模拟显示空间误差相关会导致检验严重失真，并应用于法国1000个最大市镇1985-1998年净收入数据。
Abstract This paper studies the performance of panel unit root tests when spatial effects are present that account for cross‐section correlation. Monte Carlo simulations show that there can be considerable size distortions in panel unit root tests when the true specification exhibits spatial error correlation. These tests are applied to a panel data set on net real income from the 1000 largest French communes observed over the period 1985–1998. Copyright © 2007 John Wiley & Sons, Ltd.