Asymptotic Moments Of Some Unit Root Test Statistics In The Null Case
No abstract is available for this item.
Volume (Year): 15 (1999)
Issue (Month): 01 (February)
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- Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003.
"Testing for unit roots in heterogeneous panels,"
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- Kajal Lahiri & Zhongwen Liang & Huaming Peng, 2017. "The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends," CESifo Working Paper Series 6313, CESifo Group Munich.
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- Uwe Hassler & Mehdi Hosseinkouchack, 2016. "Panel Cointegration Testing in the Presence of Linear Time Trends," Econometrics, MDPI, Open Access Journal, vol. 4(4), pages 1-16, November.
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- Zhongwen Liang, 2017. "A Unified Approach on the Local Power of Panel Unit Root Tests," Papers 1710.02944, arXiv.org.
- repec:ipg:wpaper:2014-589 is not listed on IDEAS
- He, Changli & Sandberg, Rickard, 2005. "Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels," SSE/EFI Working Paper Series in Economics and Finance 582, Stockholm School of Economics.
- Shahbaz, Muhammad & Khraief, Naceur & Mahalik, Mantu Kumar & Zaman, Khair Uz, 2014. "Are fluctuations in natural gas consumption per capita transitory? Evidence from time series and panel unit root tests," Energy, Elsevier, vol. 78(C), pages 183-195.
- Christophe Hurlin & Valérie Mignon, 2005. "Une synthèse des tests de racine unitaire sur données de panel," Economie & Prévision, La Documentation Française, vol. 0(3), pages 253-294.
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- Christophe Hurlin & Valérie Mignon, 2006. "Une Synthèse des Tests de Racine Unitaire sur Données de Panel," Post-Print halshs-00078770, HAL.
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