On the Use of GLS Demeaning in Panel Unit Root Testing
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Cites work
- A PANIC attack on unit roots and cointegration.
- A Panel Unit Root Test with Good Power in Small Samples
- Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
- Asymptotically UMP panel unit root tests -- the effect of heterogeneity in the alternatives
- Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel
- Comparison of panel unit root tests under cross sectional dependence
- Efficient Tests for an Autoregressive Unit Root
- GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses
- Incidental trends and the power of panel unit root tests
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Lessons from a decade of IPS and LLC
- Linear Regression Limit Theory for Nonstationary Panel Data
- New tools for understanding the local asymptotic power of panel unit root tests
- Panel unit root tests with cross-section dependence: a further investigation
- Testing for a unit root in a random coefficient panel data model
- Testing for a unit root in panels with dynamic factors
- Testing for unit roots in heterogeneous panels.
- Testing for unit roots with stationary covariates
- Tests for Unit Roots and the Initial Condition
- The effect of recursive detrending on panel unit root tests
- The frisch-waugh theorem and generalized least squares
- The power of PANIC
- UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
- Unit root tests in panel data: asymptotic and finite-sample properties
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