A fixed-T version of Breitung's panel data unit root test
DOI10.1016/J.ECONLET.2014.04.029zbMATH Open1295.62087OpenAlexW2075305209MaRDI QIDQ741322FDOQ741322
Authors: Yiannis Karavias, Elias Tzavalis 
Publication date: 11 September 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2014.04.029
Recommendations
- Generalized fixed-\(\mathrm{T}\) panel unit root tests
- Panel data unit root test with fixed time dimension
- Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests
- Unit root tests in panel data: asymptotic and finite-sample properties
- Testing for unit roots in panel data: an exploration using real and simulated data
- ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
- Optimal tests against the alternative hypothesis of panel unit roots
- Testing for a unit root in a random coefficient panel data model
Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05) Non-Markovian processes: hypothesis testing (62M07)
Cites Work
- Nonstationary panels, panel cointegration, and dynamic panels
- Incidental trends and the power of panel unit root tests
- Inference for unit roots in dynamic panels where the time dimension is fixed
- Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests
- Unit root tests for panel data with AR(1) errors and small T
Cited In (11)
- ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
- Testing for stationarity in heterogeneous panel data where the time dimension is finite
- The error-in-rejection probability of meta-analytic panel tests
- Local power of fixed-\(T\) panel unit root tests with serially correlated errors and incidental trends
- Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests
- Panel data unit roots tests: the role of serial correlation and the time dimension
- Local power of panel unit root tests allowing for structural breaks
- Panel data unit root test with fixed time dimension
- Generalized fixed-\(\mathrm{T}\) panel unit root tests
- Cumulative sum estimator for change-point in panel data
- Point-optimal panel unit root tests with serially correlated errors
This page was built for publication: A fixed-\(T\) version of Breitung's panel data unit root test
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q741322)
