Testing for panel unit roots under general cross-sectional dependence
From MaRDI portal
Recommendations
- Comparison of panel unit root tests under cross sectional dependence
- Panel unit root tests under cross‐sectional dependence
- TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
- An instrumental variable approach for panel unit root tests under cross-sectional dependence
- Testing for unit roots in small panels with short-run and long-run cross-sectional dependencies
Cites work
- A PANIC attack on unit roots and cointegration.
- Comparison of powers of a class of tests for multivariate linear hypothesis and independence
- Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics
- Dynamic panel estimation and homogeneity testing under cross section dependence
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 897115 (Why is no real title available?)
- Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model.
- Linear Statistical Inference and its Applications
- Pooling multivariate data under W, LR and LM tests
- Some New Test Criteria in Multivariate Analysis
- Some Results Useful in Multivariate Analysis
- Testing autocorrelation in a system perspective testing autocorrelation
- Testing for a unit root in panels with dynamic factors
- Testing for Multivariate Autocorrelation
- Testing for multivariate heteroscedasticity
- Testing for unit roots in autoregressive-moving average models of unknown order
- Testing for unit roots in heterogeneous panels.
- TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS
- Unbiasedness of invariant tests for MANOVA and other multivariate problems
- Unit root tests in panel data: asymptotic and finite-sample properties
Cited in
(26)- Panel unit root tests under cross section dependence with recursive mean adjustment
- Unit root tests in panel data: asymptotic and finite-sample properties
- Comparison of panel unit root tests under cross sectional dependence
- Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
- Asymptotic normal tests for integration in panels with cross-dependent units
- The effect of recursive detrending on panel unit root tests
- Bootstrap innovational outlier unit root tests in dependent panels
- Robust panel unit root tests for cross-sectionally dependent multiple time series
- An instrumental variable approach for panel unit root tests under cross-sectional dependence
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application
- Double unit root tests for cross-sectionally dependent panel data
- Panel unit root tests under cross-sectional dependence: an overview
- Generalized fixed-\(\mathrm{T}\) panel unit root tests
- Testing for unit roots in small panels with short-run and long-run cross-sectional dependencies
- TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
- An intersection test for panel unit roots
- Optimal panel unit root testing with covariates
- Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost
- A generalized nonlinear IV unit root test for panel data with cross-sectional dependence
- Tests for seasonal unit roots in panels of cross-sectionally correlated time series
- Panel unit root tests under cross‐sectional dependence
- Testing weak cross-sectional dependence in large panels
- Unit root tests for panel MTAR model with cross-sectionally dependent error
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence
- A robust sign test for panel unit roots under cross sectional dependence
- Optimal tests against the alternative hypothesis of panel unit roots
This page was built for publication: Testing for panel unit roots under general cross-sectional dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2816711)
