Reprint of: Testing for unit roots in heterogeneous panels

DOI10.1016/J.JECONOM.2023.03.002OpenAlexW4323823191MaRDI QIDQ2697964

Yanyan Li

Publication date: 14 April 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2023.03.002

zbMATH Keywords

finite sample propertiesheterogeneous dynamic panels\(t\)-bar statisticstests of unit roots

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• The econometrics of panel data. Handbook of theory and applications.
• Exploiting cross-section variation for unit root inference in dynamic data
• Estimating long-run relationships from dynamic heterogeneous panels
• Testing for stationarity in heterogeneous panel data
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Testing for unit roots in autoregressive-moving average models of unknown order
• ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE
• Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag

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