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Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison

Citations

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Cited by:

  1. Cem Ertur & Antonio Musolesi, 2017. "Weak and Strong Cross‐Sectional Dependence: A Panel Data Analysis of International Technology Diffusion," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 477-503, April.
  2. Amornthum, Somchai & Bonham, Carl S., 2011. "Financial integration in the pacific basin region: RIP by PANIC attack?," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1019-1033, October.
  3. Tim Buyse & Freddy Heylen & Ruben Schoonackers, 2015. "On The Role Of Public Policies And Wage Formation For Private Investment In R&D: A Long-Run Panel Analysis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/911, Ghent University, Faculty of Economics and Business Administration.
  4. Kappler, Marcus, 2006. "Panel Tests for Unit Roots in Hours Worked," ZEW Discussion Papers 06-022, ZEW - Leibniz Centre for European Economic Research.
  5. Benoit Perron & Hyungsik Roger Moon, 2007. "An empirical analysis of nonstationarity in a panel of interest rates with factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 383-400.
  6. Westerlund, Joakim & Blomquist, Johan, 2009. "Are Crime Rates Really Stationary?," Working Papers in Economics 381, University of Gothenburg, Department of Economics.
  7. Lee, Byung-Joo, 2019. "Asian financial market integration and the role of Chinese financial market," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 490-499.
  8. António Afonso & Christophe Rault, 2010. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(4), pages 731-755, January.
  9. Drakos, Anastassios A. & Kouretas, Georgios P. & Stavroyiannis, Stavros & Zarangas, Leonidas, 2017. "Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 76-88.
  10. Cristina Brasili & Luciano Gutierrez, 2004. "Regional convergence across European Union," Development and Comp Systems 0402002, University Library of Munich, Germany.
  11. Bernard Fingleton, 2009. "Prediction Using Panel Data Regression with Spatial Random Effects," International Regional Science Review, , vol. 32(2), pages 195-220, April.
  12. Norkutė, Milda & Westerlund, Joakim, 2021. "The factor analytical approach in near unit root interactive effects panels," Journal of Econometrics, Elsevier, vol. 221(2), pages 569-590.
  13. Breitung, Jörg & Pesaran, Mohammad Hashem, 2005. "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank.
  14. Imed Drine & Christophe Rault, 2008. "Purchasing Power Parity For Developing And Developed Countries. What Can We Learn From Non‐Stationary Panel Data Models?," Journal of Economic Surveys, Wiley Blackwell, vol. 22(4), pages 752-773, September.
  15. Brasili, Cristina & Fanfani, Roberto & Gutierrez, Luciano, 2006. "Convergence in the Agricultural Incomes: A Comparison between the US and EU," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25363, International Association of Agricultural Economists.
  16. Costantini, Mauro & Gutierrez, Luciano, 2013. "Capital mobility and global factor shocks," Economics Letters, Elsevier, vol. 120(3), pages 513-515.
  17. Mauro Costantini & Panicos O. Demetriades & Gregory A. James & Kevin C. Lee, 2013. "Financial Restraints And Private Investment: Evidence From A Nonstationary Panel," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 248-259, January.
  18. Wang, Zhaohua & Zhang, Bin & Liu, Tongfan, 2016. "Empirical analysis on the factors influencing national and regional carbon intensity in China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 55(C), pages 34-42.
  19. Asma Nasim & Muhammad Ali Nasir & Gareth Downing, 2025. "Determinants of bank efficiency in developed (G7) and developing (E7) countries: role of regulatory and economic environment," Review of Quantitative Finance and Accounting, Springer, vol. 65(1), pages 257-294, July.
  20. Roberto Basile & Mauro Costantini & Sergio Destefanis, 2005. "Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions," CELPE Discussion Papers 94, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.
  21. Julián Ramajo Hernández(1) & Montserrat Ferré Carracedo(2), "undated". "Testing For Long-Run Purchasing Power Parity In The Post Bretton Woods Era: Evidence From Old And New Tests," Working Papers 24-05 Classification-JEL , Instituto de Estudios Fiscales.
  22. repec:kap:iaecre:v:17:y:2011:i:1:p:101-115 is not listed on IDEAS
  23. Yasemin Özerkek & Sadullah Çelik, 2010. "The Link between Government Spending, Consumer Confidence and Consumption Expenditures in Emerging Market Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(4), pages 471-485, December.
  24. Olivier Damette & Philippe Froute, 2010. "Is the crisis treatment exacerbating cautiousness or risk-taking?," Applied Financial Economics, Taylor & Francis Journals, vol. 20(3), pages 213-218.
  25. Gerdie Everaert & Freddy Heylen & Ruben Schoonackers, 2015. "Fiscal policy and TFP in the OECD: measuring direct and indirect effects," Empirical Economics, Springer, vol. 49(2), pages 605-640, September.
  26. Cern Ertur & Antonio Musolesi, 2012. "Spatial autoregressive spillovers vs unobserved common factors models. A panel data analysis of international technology diffusion," INRA UMR CESAER Working Papers 2012/9, INRA UMR CESAER, Centre d'’Economie et Sociologie appliquées à l'’Agriculture et aux Espaces Ruraux.
  27. Claude Lopez, 2009. "A Panel Unit Root Test with Good Power in Small Samples," Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 295-313.
  28. repec:ebl:ecbull:v:3:y:2005:i:38:p:1-17 is not listed on IDEAS
  29. Silika Prohl & Joakim Westerlund, 2009. "Using Panel Data to Test for Fiscal Sustainability within the European Union," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 65(2), pages 246-269, June.
  30. Maria Sassi, 2011. "Convergence Across the EU Regions: Economic Composition and Structural Transformation," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(1), pages 101-115, February.
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