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Testing for Unit Roots in Heterogeneous Panels

  • Pasaran, M.H.
  • Im, K.S.
  • Shin, Y.

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Paper provided by Faculty of Economics, University of Cambridge in its series Cambridge Working Papers in Economics with number 9526.

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Length: 33 pages
Date of creation: 1995
Date of revision:
Handle: RePEc:cam:camdae:9526
Contact details of provider: Web page: http://www.econ.cam.ac.uk/index.htm

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  1. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University.
  2. Quah, Danny, 1994. "Exploiting cross-section variation for unit root inference in dynamic data," Economics Letters, Elsevier, vol. 44(1-2), pages 9-19.
  3. Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July.
  4. Kaddour Hadri, 1999. "Testing For Stationarity In Heterogeneous Panel Data," Research Papers 1999_04, University of Liverpool Management School.
  5. David Bowman, 1999. "Efficient tests for autoregressive unit roots in panel data," International Finance Discussion Papers 646, Board of Governors of the Federal Reserve System (U.S.).
  6. Maddala, G S & Wu, Shaowen, 1999. " A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 631-52, Special I.
  7. Nabeya, Seiji, 1999. "Asymptotic Moments Of Some Unit Root Test Statistics In The Null Case," Econometric Theory, Cambridge University Press, vol. 15(01), pages 139-149, February.
  8. Choi, In, 2001. "Unit root tests for panel data," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 249-272, April.
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  1. Mohammad Hashem Pesaran in Wikipedia German ne '')

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