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Asymptotically uniformly most powerful tests for unit roots in gaussian panels with cross-sectional dependence generated by common factors
Wichert, Oliver; Becheri, I. Gaia; Drost, Feike C.; … - In: Econometric theory 40 (2024) 5, pp. 1184-1209
Persistent link: https://www.econbiz.de/10015154321
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A note on the pooling of individual panic unit root tests
Westerlund, Joakim; Larsson, Rolf - In: Econometric theory 25 (2009) 6, pp. 1851-1868
Persistent link: https://www.econbiz.de/10003904449
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Local asymptotic power of the Im-Peasaran-Shin panel unit root test and the impact of initial observations
Harris, David; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric theory 26 (2010) 1, pp. 311-324
Persistent link: https://www.econbiz.de/10003968586
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Estimation of unit root spatial dynamic panel data models
Yu, Jihai; Lee, Lung-fei - In: Econometric theory 26 (2010) 5, pp. 1332-1362
Persistent link: https://www.econbiz.de/10008662668
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Testing for unit roots in panels with a factor structure
Breitung, Jörg; Das, Samarjit - In: Econometric theory 24 (2008) 1, pp. 88-108
Persistent link: https://www.econbiz.de/10003894117
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Panel unit root tests with cross-section dependence : a further investigation
Bai, Jushan; Ng, Serena - In: Econometric theory 26 (2010) 4, pp. 1088-1114
Persistent link: https://www.econbiz.de/10003993826
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On the Breitung test for panel unit roots and local asymptotic power
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: Econometric theory 22 (2006) 6, pp. 1179-1190
Persistent link: https://www.econbiz.de/10003396976
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Asymptotically UMP panel unit root tests : the effect of heterogeneity in the alternatives
Becheri, I. Gaia; Drost, Feike C.; Akker, Roman van den - In: Econometric theory 31 (2015) 3, pp. 539-559
Persistent link: https://www.econbiz.de/10011341911
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Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B. - In: Econometric theory 34 (2018) 2, pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
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Asymptotically UMP panel unit root tests : the effect of heterogeneity in the alternatives
Becheri, I. Gaia; Drost, Feike C.; Akker, Ramon van den - In: Econometric theory 31 (2015) 3, pp. 539-559
Persistent link: https://www.econbiz.de/10011290895