An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051): Difference between revisions

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-Seung-Ho Kang
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+Seung-Ho Kang
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+MaRDI publication profile
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+https://doi.org/10.1016/j.jeconom.2005.06.021
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+W1990725150
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@@ Property / cites work @@
+Q5475042
@@ Property / cites work: Q5475042 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear IV 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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+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
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+Testing for unit roots in heterogeneous panels.
@@ Property / cites work: Testing for unit roots in heterogeneous panels. / rank @@
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+Testing for a unit root in panels with dynamic factors
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+Incidental trends and the power of panel unit root tests
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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@@ Property / cites work @@
+Exploiting cross-section variation for unit root inference in dynamic data
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@@ Property / cites work @@
+An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models.
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+Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
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+recursive Mean Adjustment for Unit Root Tests
@@ Property / cites work: recursive Mean Adjustment for Unit Root Tests / rank @@
+Normal rank
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+Recursive mean adjustment and tests for nonstationarities
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@@ Property / cites work @@
+Recursive mean adjustment for panel unit root tests
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+Publication:278051