Mean group tests for stationarity in heterogeneous panels

DOI10.1111/j.1368-423X.2006.00179.xzbMath1088.62106MaRDI QIDQ5469922

Yongcheol Shin, Andy Snell

Publication date: 26 May 2006

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

zbMATH Keywords

Monte Carlo simulationstationarityunit rootsheterogeneous panelsfinite sample adjustmentjoint asymptotic theorymean group tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Sequential statistical analysis (62L10)

Related Items (3)

A simple panel stationarity test in the presence of serial correlation and a common factor ⋮ Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost ⋮ COMPUTING LIMITING LOCAL POWERS AND POWER ENVELOPES OF PANEL MA UNIT ROOT TESTS AND STATIONARITY TESTS

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