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Panel
305
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181
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Phillips, Peter C. B.
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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5
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5
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4
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4
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4
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4
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4
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Journal of econometrics
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3,127
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1,820
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1,437
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1,419
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370
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359
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346
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ECONIS (ZBW)
431
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1
Maximum likelihood estimation and inference methods for the covariance stationary
panel
AR(1)/unit root model
Kruiniger, Hugo
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 447-464
Persistent link: https://www.econbiz.de/10003774677
Saved in:
2
Long difference instrumental variables estimation for dynamic
panel
models with fixed effects
Hahn, Jinyong
;
Hausman, Jerry A.
;
Kuersteiner, Guido M.
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 574-617
Persistent link: https://www.econbiz.de/10003569911
Saved in:
3
Incidential trends and the power of
panel
unit root tests
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 416-459
Persistent link: https://www.econbiz.de/10003571307
Saved in:
4
Testing for a unit root in a random coefficient
panel
data model
Westerlund, Joakim
;
Larsson, Rolf
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 254-273
Persistent link: https://www.econbiz.de/10009551420
Saved in:
5
The power of PANIC
Westerlund, Joakim
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011348960
Saved in:
6
The effect of recursive detrending on
panel
unit root tests
Westerlund, Joakim
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 453-467
Persistent link: https://www.econbiz.de/10011348966
Saved in:
7
Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis
;
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 378-391
Persistent link: https://www.econbiz.de/10011349024
Saved in:
8
Panel
unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem
;
Smith, L. Vanessa
;
Yamagata, Takashi
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 94-115
Persistent link: https://www.econbiz.de/10009764422
Saved in:
9
Beyond
panel
unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a
panel
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10009666772
Saved in:
10
Taking a new contour : a novel approach to
panel
unit root tests
Chang, Yoosoon
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 15-28
Persistent link: https://www.econbiz.de/10009666773
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