Quantile unit root inference for panel data with common shocks
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference13 articles.
1. A PANIC attack on unit roots and cointegration;Bai;Econometrica,2004
2. Unit root tests for panel data;Choi;J. Int. Money Finance,2001
3. Unit root quantile autoregression testing using covariates;Galvao;J. Econometrics,2009
4. Common correlated effects estimation of heterogeneous dynamic panel quantile regression models;Harding;J. Appl. Econometrics,2020
5. Testing for unit roots in heterogeneous panels;Im;J. Econometrics,2003
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