On the power and interpretation of panel unit root tests
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Publication:1978517
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Cites work
Cited in
(17)- A Panel Unit Root Test with Good Power in Small Samples
- Power of a Unit-Root Test and the Initial Condition
- The error-in-rejection probability of meta-analytic panel tests
- Shortfalls of panel unit root testing
- Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests
- Lessons from a decade of IPS and LLC
- Pooled panel unit root tests and the effect of past initialization
- The power envelope of panel unit root tests in case stationary alternatives offset explosive ones
- Identifying stationary series in panels: a Monte Carlo evaluation of sequential panel selection methods
- The local power of the CADF and CIPS panel unit root tests
- A Monte Carlo study on the size and power of panel unit root tests
- Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations
- Combining \(p\)-values in non-stationary panels
- The effect of neglecting the slope parameters' heterogeneity on dynamic models of corporate capital structure
- Asymptotically UMP panel unit root tests -- the effect of heterogeneity in the alternatives
- The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
- Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel
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