Unit root tests for panel data with AR(1) errors and small T

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62M07: Non-Markovian processes: hypothesis testing

Related Items

Likelihood ratio tests for a unit root in panels with random effects, A fixed-\(T\) version of Breitung's panel data unit root test, Testing for unit roots in short panels allowing for a structural break, Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends, PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION

Cites Work

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