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Panel Unit Root Tests in the Presence of a Multifactor Error Structure
16 references·1 citing·30 second hop
Panel Unit Root Tests in the Presence of a Multifactor Error Structure (2008)Panel Unit Root Tests in the Presence of …Unit Roots and Cointegration in Panels (2008)Unit Roots and Cointegration …Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Testing for a unit root in panels with dynamic factors (2004)Testing for a unit root in pa…Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)Nonstationary panels, cointeg…More powerful panel data unit root tests with an application to mean reversion in real exchange rates (2004)More powerful panel data unit…A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …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…Nonlinear IV unit root tests in panels with cross-sectional dependency (2002)Nonlinear IV unit root tests …Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Dynamic Panel Estimation and …Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Panel Data Unit Roots and Cointegration: An Overview (1999)Panel Data Unit Roots and Coi…ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS (1995)ALTERNATIVE ESTIMATORS AND UN…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors (2013)Common Correlated Effects Est…The arbitrage theory of capital asset pricing (1976)The Econometrics of Financial Markets (1997)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The Econometrics of Financial Markets (2012)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)International Business Cycles: World, Region, and Country-Specific Factors (2003)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Large Bayesian vector auto regressions (2009)Time Series Regression with a Unit Root (1987)Testing for cointegration using principal components methods (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Testing slope homogeneity in large panels (2007)Econometric Analysis of Panel Data (2021)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Public debt and growth: Heterogeneity and non-linearity (2015)A reinvestigation of EKC model by ecological footprint measurement for high, middle and low income countries (2018)The dynamic impact of natural resources, technological innovations and economic growth on ecological footprint: An advanced panel data estimation (2020)Statistical analysis of cointegration vectors (1988)Testing for Error Correction in Panel Data* (2007)Testing for Granger non-causality in heterogeneous panels (2012)Unit root tests for panel data (2001)
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References

  • 2003Testing for unit roots in heterogeneous panels15,744 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence13,768 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties13,211 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,279 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,933 cited
  • 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,281 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 2004Testing for a unit root in panels with dynamic factors939 cited
  • 2008Unit Roots and Cointegration in Panels758 cited
  • 2004Nonstationary panels, cointegration in panels and dynamic panels: A survey650 cited
  • 1999Panel Data Unit Roots and Cointegration: An Overview609 cited
  • 2002Nonlinear IV unit root tests in panels with cross-sectional dependency401 cited
  • 2004More powerful panel data unit root tests with an application to mean reversion in real exchange rates

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323 cited
  • 1995ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS254 cited
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    • 2013Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors2,671 cited