Panel data unit root test with fixed time dimension
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Recommendations
- Inference for unit roots in dynamic panels where the time dimension is fixed
- A fixed-\(T\) version of Breitung's panel data unit root test
- Testing for stationarity in heterogeneous panel data where the time dimension is finite
- Unit root tests in panel data: asymptotic and finite-sample properties
- Generalized fixed-\(\mathrm{T}\) panel unit root tests
Cites work
- scientific article; zbMATH DE number 805005 (Why is no real title available?)
- scientific article; zbMATH DE number 957960 (Why is no real title available?)
- Inference for unit roots in dynamic panels where the time dimension is fixed
- Linear Regression Limit Theory for Nonstationary Panel Data
- On the Theory of Testing for Unit Roots in Observed Time Series
- Testing for stationarity in heterogeneous panel data
- Testing for stationarity in heterogeneous panel data where the time dimension is finite
- Unit root tests for panel data with AR(1) errors and small T
Cited in
(6)- Inference for unit roots in dynamic panels where the time dimension is fixed
- Simple panel unit root tests to detect changes in persistence
- On the limit theory of mixed to unity VARs: panel setting with weakly dependent errors
- Testing for stationarity in heterogeneous panel data where the time dimension is finite
- The effects of cross-section dimension n in panel co-integration test
- A fixed-\(T\) version of Breitung's panel data unit root test
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