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Series-specific tests for a unit root in a panel setting with an application to real exchange rates

Boucher Breuer, Janice; McNown, Robert F.; Wallace, … - 1999

Persistent link: https://www.econbiz.de/10001409627

Series-specific unit root tests with panel data

Boucher Breuer, Janice; McNown, Robert F.; Wallace, … - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 527-546

Persistent link: https://www.econbiz.de/10001741991

Cointegration tests of the monetary exchange rate model for three high-inflation economies

McNown, Robert F. - In: Journal of money, credit and banking : JMCB 26 (1994) 3, pp. 396-411

Persistent link: https://www.econbiz.de/10015139214

A revisit to the non-linear mean reversion of real exchange rates : evidence from a series-specific non-linear panel unit-root test

Wu, Jyh-lin; Lee, Hsiu-yun - In: Journal of macroeconomics 31 (2009) 4, pp. 591-601

Persistent link: https://www.econbiz.de/10003924143

Series-Specific Unit Root Tests with Panel Data

Boucher Breuer, Janice; McNown, Robert F.; Wallace, … - 2003

A unit root testing procedure is presented that exploits the well-established power advantages of panel estimation while rectifying a deficiency in other panel unit root tests. This test (called SURADF) is based on seemingly unrelated regressions applied to Augmented Dickey-Fuller (ADF) tests...

Persistent link: https://www.econbiz.de/10014091917