A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2009.10.034
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+W1976131105
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Q5475042
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+Panel unit root tests under cross‐sectional dependence
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+Nonlinear IV unit root tests in panels with cross-sectional dependency.
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+Nonlinear econometric models with cointegrated and deterministically trending regressors
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+Efficient Tests for an Autoregressive Unit Root
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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 heterogeneous panels.
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+Testing for a unit root in panels with dynamic factors
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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