Unit root tests for cross-sectionally dependent seasonal panels
type: Item
instance of: scholarly article
title: Unit root tests for cross-sectionally dependent seasonal panels
zbMATH Open document ID: 1254.91675
author: Yonghee Lee
author: Dong Wan Shin
published in: Economics Letters
publication date: 2013-01-08T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6123478
zbMATH Keywords: instrumental variable estimation
zbMATH Keywords: seasonal unit root
MaRDI profile type: Publication
full work available at URL: j.econlet.2006.05.021
OpenAlex ID: W1979670182
cites work: Q5475042
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: Testing for Unit Roots in Seasonal Time Series
cites work: Seasonal integration and cointegration
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 panel unit root tests under cross-sectional dependence
cites work: An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models.
cites work: Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
cites work: Recursive mean adjustment for unit root tests
DOI: 10.1016/J.ECONLET.2006.05.021
description: scientific article; zbMATH DE number 6123478