to invent tools and methodologies for effective inferences in panel unit root models. Simulations show that our approach …

cointegrating relationships from each individual unit, and the nonlinear IV panel unit root testing procedure is applied to the … for the null of a fully non-cointegrated panel against the alternative of a mixed panel, i.e., a panel with only some … cointegrated units. We also consider the maximum of the IV t-ratios to test for a mixed panel against a fully cointegrated panel …