Unit root tests for panel data with AR(1) errors and small T (Q2896001): Difference between revisions

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+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+Q2740899
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+ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
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+Initial conditions and moment restrictions in dynamic panel data models
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+Bias-corrected estimation in dynamic panel data models with heteroscedasticity
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+Panel data unit roots tests: the role of serial correlation and the time dimension
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Testing for stationarity in heterogeneous panel data where the time dimension is finite
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+Inference for unit roots in dynamic panels where the time dimension is fixed
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+Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends
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+The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
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+Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
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+Testing for unit roots in heterogeneous panels.
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+On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
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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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+Unit root tests in panel data: asymptotic and finite-sample properties
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+Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests
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+Biases in Dynamic Models with Fixed Effects
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+Testing for a unit root in time series regression
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+Exploiting cross-section variation for unit root inference in dynamic data
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+A test of cross section dependence for a linear dynamic panel model with regressors
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