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A new look at panel testing of stationarity and PPP hypothesis

Bai, Jushan; Ng, Serena - In: Identification and inference for econometric models : …, (pp. 426-450). 2005

Persistent link: https://www.econbiz.de/10003352593

Panel unit root tests with cross-section dependence : a further investigation

Bai, Jushan; Ng, Serena - In: Econometric theory 26 (2010) 4, pp. 1088-1114

Persistent link: https://www.econbiz.de/10003993826

Structural changes, common stochastic trends, and unit roots in panel data

Bai, Jushan; Carrion i Silvestre, Josep Lluís - In: The review of economic studies 76 (2009) 2, pp. 471-501

Persistent link: https://www.econbiz.de/10003828176

A panic attack on unit roots and cointegration

Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 4, pp. 1127-1177

Persistent link: https://www.econbiz.de/10002132537

A panic attack on unit roots and cointegration

Bai, Jushan (contributor); Ng, Serena (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001650976

A new look at panel testing of stationarity and the PPP hypothesis

Bai, Jushan (contributor); Ng, Serena (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001650998

Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)

Perron, Pierre - In: Econometric reviews 22 (2003) 3, pp. 239-245

Persistent link: https://www.econbiz.de/10001786918

Unit roots and structural breaks

Perron, Pierre - In: Econometrics : open access journal 5 (2017) 2, pp. 1-3

Persistent link: https://www.econbiz.de/10011654429

A Panic Attack on Unit Roots and Cointegration

Bai, Jushan; Ng, Serena - 2002

This paper develops a new methodology that makes use of the factor structure of large dimensional panels to understand the nature of non-stationarity in the data. We refer to it as PANIC - a 'Panel Analysis of Non-stationarity in Idiosyncratic and Common components'. PANIC consists of univariate...

Persistent link: https://www.econbiz.de/10014121962

The effect of seasonal adjustment filters on tests for a unit root

Ghysels, Eric; Perron, Pierre - 1990

Persistent link: https://www.econbiz.de/10000809708