Unit root tests for cross-sectionally dependent panels: The influence of observed factors-Reference-Cited by-同舟云学术

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Unit root tests for cross-sectionally dependent panels: The influence of observed factors

Published:2015-05 Issue: Volume:160 Page:11-22
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Becheri I. Gaia,Drost Feike C.,van den Akker Ramon

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference31 articles.

1. A PANIC attack on unit roots and cointegration;Bai;Econometrica,2004

2. Panel data unit roots and cointegration: an overview;Banerjee;Oxford Bull. Econ. Stat.,1999

3. Nonstationary panels, cointegration in panels and dynamic panels, a survey;Baltagi,2000

4. Efficient tests for branching processes;Basawa;Sankhyā Ser. A,1977

5. Asymptotically UMP panel unit root tests;Becheri;Econometric Theory,2014

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. ASYMPTOTICALLY UNIFORMLY MOST POWERFUL TESTS FOR UNIT ROOTS IN GAUSSIAN PANELS WITH CROSS-SECTIONAL DEPENDENCE GENERATED BY COMMON FACTORS;Econometric Theory;2024-04-29

2. Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing;SSRN Electronic Journal;2019

3. Optimal panel unit root testing with covariates;The Econometrics Journal;2018-12-22

4. Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels;Metrika;2017-10-20

5. Uniformly Most Powerful Unit Root Tests for PANIC;SSRN Electronic Journal;2015

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