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Financial Innovation · 2016 · 170 citations · 22 references
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22
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 citations
Econometric Model, Economics, Unit Root Tests +6
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 citations · Full text
Spurious regression and residual-based tests for cointegration in panel data
Chihwa Kao · Journal of Econometrics · 1999 · 5.5K citations
Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
Peter Pedroni · Oxford Bulletin of Economics and Statistics · 1999 · 4.5K citations
Economic Fluctuation, Critical Values, Panel Data +18
Peter Pedroni · Oxford Bulletin of Economics and Statistics · 1999 · 4.4K citations
Economic Fluctuation, Critical Values, Panel Data +17