Tests for seasonal unit roots in panels of cross-sectionally correlated time series
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Publication:5400784
DOI10.1080/02331880701600463zbMath1291.62157OpenAlexW2040122022MaRDI QIDQ5400784
Publication date: 12 March 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880701600463
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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Cites Work
- An instrumental variable approach for panel unit root tests under cross-sectional dependence
- Asymmetry and nonstationarity for a seasonal time series model
- Limiting distributions of least squares estimates of unstable autoregressive processes
- Seasonal unit roots in aggregate U.S. data (with discussion)
- Exploiting cross-section variation for unit root inference in dynamic data
- Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
- Testing for unit roots in heterogeneous panels.
- Testing for seasonal unit roots in heterogeneous panels
- Testing for a unit root in panels with dynamic factors
- recursive Mean Adjustment for Unit Root Tests
- The Econometric Analysis of Seasonal Time Series
- Dynamic panel estimation and homogeneity testing under cross section dependence
- Testing for Unit Roots in Seasonal Time Series
- Inferential Theory for Factor Models of Large Dimensions
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