TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION (Q3576891): Difference between revisions

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+Q2740899
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+Breaking the panels: An application to the GDP per capita
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+Testing for stationarity in heterogeneous panel data
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+Testing for stationarity in heterogeneous panel data where the time dimension is finite
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+The accuracy of the higher order bias approximation for the 2SLS estimator
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+Testing for unit roots in heterogeneous panels.
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Exploiting cross-section variation for unit root inference in dynamic data
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