A Panel-CADF Test for Unit Roots
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Cited by:
- Mauro Costantini & Claudio Lupi, 2013.
"A Simple Panel-CADF Test for Unit Roots,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 276-296, April.
- Costantini, Mauro & Lupi, Claudio, 2011. "A Simple Panel-CADF Test for Unit Roots," Economics Series 261, Institute for Advanced Studies.
- Costantini, Mauro & Lupi, Claudio, 2011. "A Simple Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers esdp11062, University of Molise, Department of Economics.
- Lupi, Claudio, 2009. "Covariate Augmented Dickey-Fuller Tests with R," Economics & Statistics Discussion Papers esdp09051, University of Molise, Department of Economics.
- Lupi, Claudio, 2009. "Unit Root CADF Testing with R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i02).
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More about this item
Keywords
Unit root; Panel data; Cross-unit dependence;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2007-10-06 (Econometrics)
- NEP-ETS-2007-10-06 (Econometric Time Series)
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