An Intersection Test for Panel Unit Roots

DOI10.1080/07474938.2011.608058zbMath1491.62099OpenAlexW2132290134MaRDI QIDQ5080544

Christoph Hanck

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/25874

zbMATH Keywords

panel unit root testmultiple testingcross-sectional dependence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Economic time series analysis (91B84)

Related Items (5)

Performance of unit root tests in unbalanced panels: experimental evidence ⋮ Nonstationary-volatility robust panel unit root tests and the great moderation ⋮ Identifying stationary series in panels: a Monte Carlo evaluation of sequential panel selection methods ⋮ Nonparametric panel stationarity testing with an application to crude oil production ⋮ Intersection tests for the cointegrating rank in dependent panel data

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