Panel unit root tests under cross-sectional dependence: an overview

MaRDI QIDQ3184292zbMATH OpenFDO

Authors Laura Barbieri

Publication date 14 October 2009

zbMATH Keywords

non-stationary panel data

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Panel unit root tests in the presence of cross-sectional dependencies: comparison and implications for modelling
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Cited in

(3)

• Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap
• On the power and interpretation of panel unit root tests
• Panel unit root tests in the presence of cross-sectional dependencies: comparison and implications for modelling

Describes a project that uses

Uses Software

• JMulTi

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