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Local power of panel unit root tests allowing for structural breaks (Q5864633)

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scientific article; zbMATH DE number 7538201

Language	Label	Description	Also known as
English	Local power of panel unit root tests allowing for structural breaks	scientific article; zbMATH DE number 7538201

Statements

scholarly article

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Local power of panel unit root tests allowing for structural breaks (English)

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10.1080/07474938.2015.1059722

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Yiannis Karavias

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Econometric Reviews

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publication date

8 June 2022

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full work available at URL

http://pure-oai.bham.ac.uk/ws/files/22594954/Karavias_2016A.pdf

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

bias correction

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cross-section correlation

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fixed \(T\)

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incidental trends

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strong factors

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MaRDI profile type

MaRDI publication profile

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Tests for Parameter Instability and Structural Change With Unknown Change Point

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Testing for Autocorrelation in Dynamic Random Effects Models

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Panel Data Econometrics

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Common breaks in means and variances for panel data

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Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data

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Testing for structural breaks in dynamic factor models

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Breaking the panels: An application to the GDP per capita

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Model specification in panel data unit root tests with an unknown break

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Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large

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LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS

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Inference for unit roots in dynamic panels where the time dimension is fixed

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Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends

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On testing for unit roots and the initial observation

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Testing for unit roots in short panels allowing for a structural break

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A fixed-\(T\) version of Breitung's panel data unit root test

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Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model

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Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests

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A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series

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Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects

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Incidental trends and the power of panel unit root tests

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Testing for a unit root in panels with dynamic factors

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The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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Cross-Sectional Dependence in Panel Data Analysis

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Sitelinks

Mathematics(1 entry)

mardi Publication:5864633

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