Comparison of panel unit root tests under cross sectional dependence
From MaRDI portal
Publication:1928647
DOI10.1016/j.econlet.2005.02.022zbMath1255.62251MaRDI QIDQ1928647
Myoung Jin Jang, Dong Wan Shin
Publication date: 3 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2005.02.022
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
65C05: Monte Carlo methods
Related Items
Cites Work
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- Alternative methods of detrending and the power of unit root tests
- Recursive mean adjustment for panel unit root tests
- 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
- Efficient Tests for an Autoregressive Unit Root