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Panel unit-root tests for cross-sectionally correlated panels : a Monte Carlo comparison
Gutierrez, Luciano - In: Oxford bulletin of economics and statistics 68 (2006) 4, pp. 519-540
Persistent link: https://www.econbiz.de/10003357469
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Testing for seasonal unit roots in monthly panels of time series
Kunst, Robert M.; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 469-488
Persistent link: https://www.econbiz.de/10009241613
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A simple panel unit-root test with smooth breaks in the presence of a multifactor error structure
Lee, Chingnun; Wu, Jyh-lin; Yang, Lixiong - In: Oxford bulletin of economics and statistics 78 (2016) 3, pp. 365-393
Persistent link: https://www.econbiz.de/10011494823
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Cross-sectional dependency and size distortion in a small-sample homogeneous panel data unit root test
Jönsson, Kristian - In: Oxford bulletin of economics and statistics 67 (2005) 3, pp. 369-392
Persistent link: https://www.econbiz.de/10002845629
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Series-specific unit root tests with panel data
Boucher Breuer, Janice; McNown, Robert F.; Wallace, … - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 527-546
Persistent link: https://www.econbiz.de/10001741991
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Testing for unit roots and cointegration using panel data : theory and applications
Banerjee, Anindya (contributor) - 1999
Persistent link: https://www.econbiz.de/10001435644
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Panel data unit roots and cointegration : an overview
Banerjee, Anindya - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 607-629
Persistent link: https://www.econbiz.de/10001437441
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A comparative study of unit root tests with panel data and a new simple test
Maddala, Gangadharrao S.; Wu, Shaowen - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 631-652
Persistent link: https://www.econbiz.de/10001437529
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Truncated product methods for panel unit root tests
Sheng, Xuguang; Yang, Jingyun - In: Oxford bulletin of economics and statistics 75 (2013) 4, pp. 624-636
Persistent link: https://www.econbiz.de/10010208947
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An IV test for a unit root in generally trending and correlated panels
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 78 (2016) 5, pp. 752-764
Persistent link: https://www.econbiz.de/10011579106