Panel Unit Root Test is a statistical method in panel data analysis that extends univariate unit root testing to a multivariate setting, allowing for the examination of nonstationarity in longitudinal datasets by distinguishing between individual-specific and time-series dynamics across cross-sectional units.
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Panel Unit Root Test
Publications
949
Testing for unit roots in heterogeneous panels
Kyung So Im, M. Hashem Pesaran, Yongcheol Shin · Journal of Econometrics · 2003 · 15K citations · Full text
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Los Angeles, United States
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Melbourne, Australia
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Deakin University
Burwood, Australia
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24 publications
834 citations
Lund University
Lund, Sweden
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16 publications
794 citations
Jiangsu University
Zhenjiang, China
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34 publications
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Feng Chia University
Taichung, Taiwan
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21 publications
475 citations
Northern University of Malaysia
Jitra, Malaysia
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25 publications
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National Sun Yat-sen University
Kaohsiung City, Taiwan
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18 publications
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- Applied Economics
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- SSRN Electronic Journal
Repository · 50 publications · 3.5K citations
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- Applied Economics Letters
38 publications · 1.2K citations
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- RePEc: Research Papers in Economics
Repository · 52 publications · 3.1K citations
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