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Unit-Root tests in high-dimensional panels

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  • Wichert, Oliver

    (Tilburg University, School of Economics and Management)

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  • Wichert, Oliver, 2022. "Unit-Root tests in high-dimensional panels," Other publications TiSEM f926ab90-382b-4aa5-9532-8, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:f926ab90-382b-4aa5-9532-86f937dc5fa1
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    References listed on IDEAS

    as
    1. Joakim Westerlund & Jörg Breitung, 2013. "Lessons from a Decade of IPS and LLC," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 547-591, August.
    2. Joakim Westerlund, 2013. "A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 477-495, July.
    3. Westerlund, Joakim, 2015. "The power of PANIC," Journal of Econometrics, Elsevier, vol. 185(2), pages 495-509.
    4. Artūras Juodis & Joakim Westerlund, 2019. "Optimal panel unit root testing with covariates," The Econometrics Journal, Royal Economic Society, vol. 22(1), pages 57-72.
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