Double unit root tests for cross-sectionally dependent panel data
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Publication:3183852
DOI10.1080/02664760802382400zbMath1273.62225OpenAlexW1969299433MaRDI QIDQ3183852
Dong Wan Shin, Man-Suk Oh, Yoon Young Jung
Publication date: 21 October 2009
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760802382400
Cites Work
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- Estimation for autoregressive processes with unit roots
- Testing for unit roots in heterogeneous panels.
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- Testing for a unit root in panels with dynamic factors
- recursive Mean Adjustment for Unit Root Tests
- Dynamic panel estimation and homogeneity testing under cross section dependence
- Nonstationary panel data analysis: an overview of some recent developments
- Determining the Number of Factors in Approximate Factor Models
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