Robust tests for unit roots in heterogeneous panels

DOI10.1016/J.ECONLET.2003.12.009zbMath1255.62274OpenAlexW2089211458MaRDI QIDQ1927523

Beong Soo So, Yu Jin Oh

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2003.12.009

zbMATH Keywords

sign testheterogeneous panels

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Point estimation (62F10)

Cites Work

• Unnamed Item
• Exploiting cross-section variation for unit root inference in dynamic data
• Testing for unit roots in heterogeneous panels.
• Nonlinear IV unit root tests in panels with cross-sectional dependency.
• An invariant sign test for random walks based on recursive median adjustment

This page was built for publication: Robust tests for unit roots in heterogeneous panels