Model specification in panel data unit root tests with an unknown break (Q543445): Difference between revisions

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+Inferential Theory for Factor Models of Large Dimensions
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+Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
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+Determining the Number of Factors in Approximate Factor Models
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+Q5475042
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Breaking the panels: An application to the GDP per capita
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+Testing for stationarity in heterogeneous panel data
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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 allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
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+ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN  THE NULL CASE
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Further evidence on breaking trend functions in macroeconomic variables
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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