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Testing for stationarity in heterogeneous panel data where the time dimension is finite
16 references·2 citing·20 second hop
Testing for stationarity in heterogeneous panel data where the time dimension is finite (2005)Testing for stationarity in heterogeneous…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)Nonstationary panels, cointeg…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Unit root tests for panel data (2001)Unit root tests for panel dataLikelihood‐based cointegration tests in heterogeneous panels (2001)Likelihood‐based cointegratio…Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…Inference for unit roots in dynamic panels where the time dimension is fixed (1999)Inference for unit roots in d…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)The Penn World Table (Mark 5)…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Chapter 22 Panel data (1984)Chapter 22 Panel dataSustainable development: The impact of political risk, macroeconomic policy uncertainty and ethnic conflict (2022)Sustainable development: The …On the Stationarity of Current Account Deficits in the European Union (2010)On the Stationarity of Curren…Econometric Models for Count Data with an Application to the Patents-R&D Relationship (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical Methods for Meta-Analysis (1988)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis: Forecasting and Control (1977)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Alternative projections of mortality and disability by cause 1990–2020: Global Burden of Disease Study (1997)Does Social Capital Have an Economic Payoff? A Cross-Country Investigation (1997)Greed and grievance in civil war (2004)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2021Econometric Analysis of Panel Data15,089 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 2001Unit root tests for panel data4,109 cited
  • 1991The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-19883,427 cited
  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 1999Inference for unit roots in dynamic panels where the time dimension is fixed1,446 cited
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 1984Chapter 22 Panel data852 cited
  • 2004Nonstationary panels, cointegration in panels and dynamic panels: A survey650 cited

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  • 2001Likelihood‐based cointegration tests in heterogeneous panels580 cited
  • Cited by

    • 2022Sustainable development: The impact of political risk, macroeconomic policy uncertainty and ethnic conflict79 cited
    • 2010On the Stationarity of Current Account Deficits in the European Union32 cited