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A Simple Panel Unit Root Test in the Presence of Cross Section Dependence · Study

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PreprintA Simple Panel Unit Root Test in the Presence of Cross Section Dependence

M. Hashem Pesaran2004

OA

Preprintgreen2004

A Simple Panel Unit Root Test in the Presence of Cross Section Dependence

M. Hashem Pesaran

1,315 citations·0/0 files stored·SSRN Electronic Journal

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

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 1,315 citations exist upstream.

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 2004General Diagnostic Tests for Cross Section Dependence in Panels 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test 1996Efficient Tests for an Autoregressive Unit Root 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 1992Efficient Tests for an Autoregressive Unit Root

Cited by

2012Energy consumption, economic growth and CO2 emissions in Middle East and North African countries 2010Growth and renewable energy in Europe: A random effect model with evidence for neutrality hypothesis 2005Panel unit root tests under cross‐sectional dependence 2011WHERE IS THE ECONOMICS IN SPATIAL ECONOMETRICS?*2009Internal capital markets and lending by multinational bank subsidiaries 2008Large Dimensional Factor Analysis 2012Do Spillovers Matter When Estimating Private Returns to R&D?2006The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study

Details

Year2004

Typepreprint

Published2004-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations1,315

Files0 public / 0

ShelfSpatial and Panel Data Analysis

Identifiers

doi10.2139/ssrn.457280

openalex_workW2115760010

Links

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