An effective way to control for cross-section correlation when conducting a panel unit root test is to remove the common factors from the data. However, there remain many ways to use the defactored ...
This paper examines the finite sample properties of three testing regimes for the null hypothesis of a panel unit root against stationary alternatives in the presence of cross-sectional correlation.
"Types of Retailers, Brand Choice and New Products Trial: Challenges for the E-commerce of Consumer Packaged Goods" (with G. Moreno & M. Puelles). Advances in National Brand and Private Label ...