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On PPP, unit roots and panels
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1
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
Saved in:
2
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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3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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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8
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
Saved in:
9
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
Saved in:
10
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
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