Tests for asymmetry in possibly nonstationary dynamic panel models
type: Item
instance of: scholarly article
title: Tests for asymmetry in possibly nonstationary dynamic panel models
zbMATH Open document ID: 1255.62382
author: Dong Wan Shin
author: Won-Chul Jhee
published in: Economics Letters
publication date: 2013-01-07T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6122302
zbMATH Keywords: Gaussian asymptotics
zbMATH Keywords: instrumental variable estimation
zbMATH Keywords: unit root test
MaRDI profile type: Publication
full work available at URL: j.econlet.2005.09.012
OpenAlex ID: W2081846482
cites work: Q5475042
cites work: Threshold Autoregression with a Unit Root
cites work: Nonlinear IV unit root tests in panels with cross-sectional dependency.
cites work: Threshold effects in non-dynamic panels: Estimation, testing, and inference
cites work: Testing for unit roots in heterogeneous panels.
cites work: Testing for a unit root in panels with dynamic factors
cites work: Dynamic panel estimation and homogeneity testing under cross section dependence
cites work: Exploiting cross-section variation for unit root inference in dynamic data
cites work: An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models.
DOI: 10.1016/J.ECONLET.2005.09.012
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description: scientific article; zbMATH DE number 6122302