Comparison of panel unit root tests under cross sectional dependence

DOI10.1016/j.econlet.2005.02.022zbMath1255.62251OpenAlexW1971856936MaRDI QIDQ1928647

Myoung Jin Jang, Dong Wan Shin

Publication date: 3 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.02.022

zbMATH Keywords

poolingpowersize\(t\)-bar testde-factoring

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

Related Items (1)

PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION

Cites Work

• Unnamed Item
• Alternative methods of detrending and the power of unit root tests
• Recursive mean adjustment for panel unit root tests
• Testing for a unit root in panels with dynamic factors
• recursive Mean Adjustment for Unit Root Tests
• Dynamic panel estimation and homogeneity testing under cross section dependence
• Efficient Tests for an Autoregressive Unit Root

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