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Journal of Applied Econometrics, ISSN 0883-7252, 3/2007, Volume 22, Issue 2, pp. 265 - 312
A number of panel unit root tests that allow for cross-section dependence have been proposed in the literature that use orthogonalization type procedures to... 
Approximation | Linear regression | Natural satellites | Correlations | Time series | Critical values | Arithmetic mean | Root test | Statistics | Real exchange rates | POWER | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | HETEROGENEOUS PANELS | COINTEGRATION | Heterogeneity | Unit root
Journal Article
Journal of International Money and Finance, ISSN 0261-5606, 2001, Volume 20, Issue 2, pp. 249 - 272
This paper develops unit root tests for panel data. These tests are devised under more general assumptions than the tests previously proposed. First, the... 
Unit root test | Panel data | Purchasing power parity | Meta-analysis | C33 | P-VALUES | BUSINESS, FINANCE | unit root test | COINTEGRATION | panel data | FISHERS METHOD | meta-analysis | TIME-SERIES | COMBINING INDEPENDENT TESTS | purchasing power parity | ASYMPTOTIC OPTIMALITY | Economic research | Research
Journal Article
Journal of Econometrics, ISSN 0304-4076, 08/2013, Volume 175, Issue 2, pp. 94 - 115
This paper extends the cross-sectionally augmented panel unit root test (CIPS) proposed by Pesaran (2007) to the case of a multifactor error structure, and... 
Panel unit root tests | Multifactor error structure | Fisher inflation parity | Cross section dependence | Real equity prices | EXCHANGE-RATES | POWER | CROSS-SECTION DEPENDENCE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | NONSTATIONARY PANELS | COINTEGRATION | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2002, Volume 108, Issue 1, pp. 1 - 24
We consider pooling cross-section time series data for testing the unit root hypothesis. The degree of persistence in individual regression error, the... 
ADF regression | Pooled t-statistics | Nonstationary panel | Panel unit root test | REGRESSION | pooled t-statistics | AUTOREGRESSIVE TIME-SERIES | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | MODELS | nonstationary panel | panel unit root test | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | Econometrics | Analysis
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2003, Volume 115, Issue 1, pp. 53 - 74
This paper proposes unit root tests for dynamic heterogeneous panels based on the mean of individual unit root statistics. In particular it proposes a... 
Heterogeneous dynamic panels | Finite sample properties | t-bar statistics | Tests of unit roots | T-bar statistics | tests of unit roots | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | finite sample properties | MODELS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | heterogeneous dynamic panels | MOMENTS
Journal Article
Economic Modelling, ISSN 0264-9993, 08/2019, Volume 80, pp. 1 - 10
This paper considers a Lagrange multiplier (LM) based panel unit root test that allows for heterogeneous structural breaks in both the intercepts and slopes of... 
Structural breaks | Panel unit root tests | LM test | Trend breaks | HEALTH EXPENDITURES | EFFICIENT TESTS | BREAKS | TIME | ECONOMICS | GREAT CRASH | Medical care, Cost of
Journal Article
The Japanese Economic Review, ISSN 1352-4739, 06/2019, Volume 70, Issue 2, pp. 145 - 167
This paper proposes a new test for the null hypothesis of panel unit roots for micropanels with short time dimensions (T) and large cross‐sections (N). There... 
PANEL-DATA | EARNINGS | ECONOMICS | INFERENCE | COVARIANCE STRUCTURE | GREAT-BRITAIN | RANK-TESTS | Economic models | Null hypothesis | Simulation | Normal distribution | Time series | First time | Regression analysis | Unit roots | Dependency | Monte Carlo simulation | Power | Conditions
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2011, Volume 163, Issue 1, pp. 85 - 104
In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We consider panels that may be characterized by various forms... 
Block bootstrap | Cross-sectional dependence | Panel unit root test | COINTEGRATION | 2 International | TIME-SERIES | POWER | RUN | TRENDS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | Block bootstrap Panel unit root test Cross-sectional dependence
Journal Article