A Monte Carlo study on the size and power of panel unit root tests

DOI10.17535/CRORR.2023.0011MaRDI QIDQ6202353FDOQ6202353

Authors:

Publication date: 26 March 2024

Published in: Croatian operational research review (Search for Journal in Brave)

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zbMATH Keywords

Monte Carlo simulationspower and size propertiesfirst-generation panel unit root testshomogeneous and heterogeneous panelssmall T panels

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Cites Work

• Testing for unit roots in heterogeneous panels.
• Unit root tests in panel data: asymptotic and finite-sample properties
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
• Inference for unit roots in dynamic panels where the time dimension is fixed
• Lessons from a decade of IPS and LLC
• Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests
• ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
• On the power and interpretation of panel unit root tests
• A Panel Unit Root Test with Good Power in Small Samples
• A Test of the validity of Crowding-out (or- in) hypothesis: A new examination of link between public borrowing and private investment in Emerging Europe
• Economic complexity and income inequality in EU countries
• Behavioural antecedents of Bitcoin trading volume
• Econometric analysis of panel data

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