Pooled Panel Unit Root Tests and the Effect of Past Initialization

DOI10.1080/07474938.2013.833829zbMath1491.62131OpenAlexW2168876118MaRDI QIDQ5864362

Joakim Westerlund

Publication date: 7 June 2022

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

Full work available at URL: https://doi.org/10.1080/07474938.2013.833829

zbMATH Keywords

panel unit root testlocal asymptotic powerinitial value

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

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• Linear Regression Limit Theory for Nonstationary Panel Data
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• LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS
• Tests for Unit Roots and the Initial Condition

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