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Panel Unit Root Tests in the Presence of a Multifactor Error Structure · Study

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PreprintPanel Unit Root Tests in the Presence of a Multifactor Error Structure

M. Hashem Pesaran2008

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Preprintgreen2008

Panel Unit Root Tests in the Presence of a Multifactor Error Structure

M. Hashem Pesaran · L. Vanessa Smith · Takashi Yamagata

52 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

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References

2003Testing for unit roots in heterogeneous panels 2007A simple panel unit root test in the presence of cross‐section dependence 2002Unit root tests in panel data: asymptotic and finite-sample properties 1992Efficient Tests for an Autoregressive Unit Root 2002Determining the Number of Factors in Approximate Factor Models 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2004A PANIC Attack on Unit Roots and Cointegration 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence

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2013Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors

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2013Panel unit root tests in the presence of a multifactor error structurearticle · 17 shared references 2008The Impact of Council's Internal Decision-Making Rules on the Future EUpreprint · 17 shared references 2007A simple panel unit root test in the presence of cross‐section dependencearticle · 14 shared references 2015Unit Roots and Cointegration in Panelschapter · 13 shared references 2006A Panel Unit Root Test with Good Power in Small Samplesarticle · 13 shared references 2005Une synthèse des tests de racine unitaire sur données de panelarticle · 12 shared references

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations52

Files0 public / 0

ShelfSpatial and Panel Data Analysis

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doi10.2139/ssrn.1136416

openalex_workW2164668930

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