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Testing for unit roots in heterogeneous panels

DOI

14.7K

Citations

19

References

2003

Year

Kyung So Im, M. Hashem Pesaran, Yongcheol Shin
Journal of Econometrics

References

YearCitations

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller

Journal of the American Statistical Association

1979

22.7K

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

Andrew Levin, Chien‐Fu Lin, Chia-Shang James Chu

Journal of Econometrics

2002

12.5K

Time Series Analysis.

Jörg Breitung, James D. Hamilton

Contemporary Sociology A Journal of Reviews

1995

11.2K

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

David A. Dickey, Wayne A. Fuller

Journal of the American Statistical Association

1979

9K

A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test

G. S. Maddala, Shaowen Wu

Oxford Bulletin of Economics and Statistics

1999

6.7K

Estimating long-run relationships from dynamic heterogeneous panels

M. Hashem Pesaran, Ron Smith

Journal of Econometrics

1995

5.3K

Unit root tests for panel data

In Choi

Journal of International Money and Finance

2001

4K

Testing for unit roots in autoregressive-moving average models of unknown order

Saïd E. Saïd, David A. Dickey

Biometrika

1984

3.2K

Testing for stationarity in heterogeneous panel data

Kaddour Hadri

Econometrics Journal

2000

2.9K

A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test

G. S. Maddala, Shaowen Wu

Oxford Bulletin of Economics and Statistics

1999

2.5K

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