Reflections on ``Testing for unit roots in heterogeneous panels'' (Q2697970): Difference between revisions

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+Q5475042
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Q2704699
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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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+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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+Biases in Dynamic Models with Fixed Effects
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+PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
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+Estimating long-run relationships from dynamic heterogeneous panels
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+The econometrics of panel data. Handbook of theory and applications.
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+Panel unit root tests in the presence of a multifactor error structure
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+Testing for a unit root in time series regression
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Exploiting cross-section variation for unit root inference in dynamic data
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Lessons from a Decade of IPS and LLC
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