Unit root tests in panel data: asymptotic and finite-sample properties
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- Type
- article
- Published
- 2002-05-01
- Cited by
- 12,514
- References
- 25
- OpenAlex
- https://openalex.org/W1978775682
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:119949046
Keywords
Unit root, Mathematics, Sample (material), Panel data, Unit root test
References
- Unit roots in economic time series: a selective survey
- Inference for Unit Roots in Dynamic Panels
- Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data
- A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
- Distribution of the Estimators for Autoregressive Time Series with a Unit Root
- Testing for unit roots in panel data: are wages on different bargaining levels cointegrated?
- Determination of Cointegration Rank in the Presence of a Linear Trend
- Formulation and estimation of dynamic models using panel data
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection
- The use of time series processes to model the error structure of earnings in a longitudinal data analysis
- Estimating vector autoregressions with panel data
- LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME SERIES WITH A UNIT ROOT
- Testing for a Unit Root in Time Series Regression
- Analysis of Panel Data
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Testing for unit roots in heterogeneous panels
- Testing for unit roots in autoregressive-moving average models of unknown order
- Time series regression with a unit root
- Tests for Unit Roots: a Monte Carlo Investigation
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