Panel unit root tests under cross‐sectional dependence
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Publication:5438541
DOI10.1111/j.1467-9574.2005.00299.xzbMath1127.62073OpenAlexW1988730537MaRDI QIDQ5438541
Publication date: 24 January 2008
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9574.2005.00299.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)
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Cites Work
- New panel unit root tests of PPP
- Testing for unit roots in heterogeneous panels.
- Nonlinear IV unit root tests in panels with cross-sectional dependency.
- Unit root tests in panel data: asymptotic and finite-sample properties
- Bootstrap unit root tests in panels with cross-sectional dependency
- Testing for a unit root in panels with dynamic factors
- Applied Time Series Econometrics
- Panel Data Econometrics
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