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Nonlinear IV unit root tests in panels with cross-sectional dependency · Study

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ArticleNonlinear IV unit root tests in panels with cross-sectional dependency

Yoosoon Chang2002

Article2002

Nonlinear IV unit root tests in panels with cross-sectional dependency

401 citations·0/0 files stored·Journal of Econometrics

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Spatial and Panel Data Analysis Monetary Policy and Economic Impact Diverse Scientific and Economic Studies

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References

1988Testing for a Unit Root in Time Series Regression 2003Testing for unit roots in heterogeneous panels 2002Unit root tests in panel data: asymptotic and finite-sample properties 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test 2001Unit root tests for panel data 1987Time Series Regression with a Unit Root 1998The overvaluation of purchasing power parity 1996A panel project on purchasing power parity: Mean reversion within and between countries

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2008Panel cointegration with global stochastic trends 2007The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?2016Trade openness and environmental quality: International evidence 2020The effects of innovation on sectoral carbon emissions: Evidence from G20 countries 2021The effects of renewable energy, spatial spillover of CO2 emissions and economic freedom on CO2 emissions in the EU 2009Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data

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Details

Year2002

Typearticle

Published2002-09-10

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations401

Files0 public / 0

ShelfSpatial and Panel Data Analysis

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doi10.1016/s0304-4076(02)00095-7

openalex_workW1976801657

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2013Panel unit root tests in the presence of a multifactor error structure

2009PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION