Journal of Econometrics 108 (2002) 1–24
Unit root tests in panel data:asymptotic and
"nite-sample properties
Andrew Levin
a, Chien-Fu Linb, Chia-Shang James Chub; ∗ a
Federal Reserve Board of Governors, Washington, DC 20551, USA b
Department of Economics, National Taiwan University, No. 21 Hsu Chou Road, Taipei, Taiwan, ROC
Received 19 May 1992; revised 4 June 2001; accepted 13 July 2001