Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681): Difference between revisions

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+Testing joint hypotheses when one of the alternatives is one-sided
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+Determining the Number of Factors in Approximate Factor Models
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+Q5475042
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+Q4851746
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+Q2740899
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+Nonlinear IV unit root tests in panels with cross-sectional dependency.
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+Bootstrap unit root tests in panels with cross-sectional dependency
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
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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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+Q4195812
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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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+Testing a time series for difference stationarity
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+Testing for a unit root in panels with dynamic factors
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+ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN  THE NULL CASE
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Testing for Common Trends
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+Shortfalls of panel unit root testing
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+A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS
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