On the power and interpretation of panel unit root tests

DOI10.1016/S0165-1765(99)00237-2zbMath0951.91060WikidataQ127498819 ScholiaQ127498819MaRDI QIDQ1978517

Yanyan Li

Publication date: 4 June 2000

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

zbMATH Keywords

Monte Carloheterogeneitydynamic panels

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (3)

The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study ⋮ A Monte Carlo study on the size and power of panel unit root tests ⋮ The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure

Cites Work

• Panel unit root tests and real exchange rates
• New panel unit root tests of PPP
• Exploiting cross-section variation for unit root inference in dynamic data
• Testing for unit roots in heterogeneous panels.

This page was built for publication: On the power and interpretation of panel unit root tests