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Testing for unit roots in heterogeneous panels

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Social Sciences, Economics, Causal Inference +9

Unit root tests in panel data: asymptotic and finite-sample properties

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A simple panel unit root test in the presence of cross‐section dependence

M. Hashem Pesaran · Journal of Applied Econometrics · 2007 · 12K citations · Full text

Social Sciences, Economics, Econometrics +16

General Diagnostic Tests for Cross Section Dependence in Panels

M. Hashem Pesaran · SSRN Electronic Journal · 2004 · 8.2K citations · Full text

Social Sciences, Economics, Econometrics +16