Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests (Q3563652): Difference between revisions

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+Panel Data Econometrics
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+Q4851746
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS
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+Inference for unit roots in dynamic panels where the time dimension is fixed
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+Q3747597
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+Alternative methods of detrending and the power of unit root tests
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+Testing for unit roots in heterogeneous panels.
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+Estimating cointegrating relations from a cross section
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+Incidental trends and the power of panel unit root tests
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+Tests for Unit Roots and the Initial Condition
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+Biases in Dynamic Models with Fixed Effects
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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