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Incidental trends and the power of panel unit root tests
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - 2003
Persistent link: https://www.econbiz.de/10001798680
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Testing for a unit root in panels with dynamic factors
Moon, Hyungsik Roger (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947352
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Testing for a unit root in panels with dynamic factors
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of econometrics 122 (2004) 1, pp. 81-126
Persistent link: https://www.econbiz.de/10002136502
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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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An empirical analysis of nonstationarity in a panel of interest rates with factors
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of applied econometrics 22 (2007) 2, pp. 383-400
Persistent link: https://www.econbiz.de/10003455460
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Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Moon, Hyungsik Roger; Perron, Benoit - In: The econometrics journal 11 (2008) 1, pp. 80-104
Persistent link: https://www.econbiz.de/10003648625
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Incidential trends and the power of panel unit root tests
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: Journal of econometrics 141 (2007) 2, pp. 416-459
Persistent link: https://www.econbiz.de/10003571307
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Stationarity properties of individual series in a panel
Moon, Hyungsik Roger; Perron, Benoit - 2009
Persistent link: https://www.econbiz.de/10003997384
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Incidental parameters and dynamic panel modeling
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: The Oxford handbook of panel data, (pp. 111-148). 2015
Persistent link: https://www.econbiz.de/10010472607
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Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: The econometrics journal 17 (2014) 3, pp. 338-372
Persistent link: https://www.econbiz.de/10010498715