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Detecting multiple factors in panel data : an application on the growth of local regions in China
Chen, W. D. - In: Applied economics 48 (2016) 37/39, pp. 3558-3568
Persistent link: https://www.econbiz.de/10011620821
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Rethinking the univariate approach to panel unit root testing : using covariates to resolve the incidental trend problem
Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 430-443
Persistent link: https://www.econbiz.de/10011391381
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Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
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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
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A lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification
Zhou, Xingwu; Solberger, Martin - 2013
Persistent link: https://www.econbiz.de/10010199465
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A simple test for nonstationarity in mixed panels with incidental trends
Westerlund, Joakim - In: Economics letters 125 (2014) 2, pp. 160-163
Persistent link: https://www.econbiz.de/10010505429
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Unit root and cointegration tests : time-series versus panel estimates for international health expenditure models
Okunade, Albert A.; Karakus, Mustafa C. - In: Applied economics 33 (2001) 9, pp. 1131-1137
Persistent link: https://www.econbiz.de/10001595340
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A New Approach for Analyzing Panel AR(1) Series with Application to the Unit Root Test
Hu, Yu-Pin - 2013
This paper derives several novel statistics to improve on the t-statistic for testing AR(1) coefficients of panel time … series under the scenario of "small n large p", where n is the sample size and p is the dimension of panel series. These …
Persistent link: https://www.econbiz.de/10013078409
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Testing the hysteresis effect in the US state-level unemployment series
Omay, Tolga; Ozcan, Burcu; Shahbaz, Muhammed - In: Journal of applied economics 23 (2020) 1, pp. 329-348
structural break, nonlinearity, asymmetry, and cross-sectional correlation within panel-data estimation including the use of a … sequential panel selection method. While not previously considered, sequential panel selection enabled us to determine and …
Persistent link: https://www.econbiz.de/10012257115
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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