Concepedia

Aging and urban house prices

Norbert Hiller, Oliver Lerbs

Regional Science and Urban Economics · 2016 · 62 citations · 60 references

DOI

Concepts

References

60

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

Andrew Levin, Chien‐Fu Lin, Chia-Shang James Chu · Journal of Econometrics · 2002 · 12.7K citations

, , +13

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

, , +16

General Diagnostic Tests for Cross Section Dependence in Panels

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

, , +16

PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS

Peter Pedroni · Econometric Theory · 2004 · 6.5K citations

, , +16

Spurious regression and residual-based tests for cointegration in panel data

Chihwa Kao · Journal of Econometrics · 1999 · 5.7K citations

, , +16