Reflections on “Testing for unit roots in heterogeneous panels”-Reference-Cited by-同舟云学术

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Reflections on “Testing for unit roots in heterogeneous panels”

Published:2023-03 Issue: Volume:234 Page:111-114
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Im Kyung So,Pesaran M. Hashem,Shin Yongcheol

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference32 articles.

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

2. Unit roots and cointegration in panels;Breitung,2008

3. Pitfalls and opportunities: What macroeconomists should know about unit roots;Campbell,1991

4. Almost All About Unit Roots;Choi,2015

5. Distribution of the estimators for autoregressive time series with a unit root;Dickey;J. Amer. Statist. Assoc.,1979

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