presence of incidental trends in panel unit root test setting is ubiquitous. …

Applying the new panel unit root test developed in this paper, we can overcome the pitfalls of old-fashioned panel unit …-Fuller and traditional panel data unit root test, however, when using the new test developed in this paper we find strong …

are locally asymptotically normal (LAN) with the same central sequence. Using Le Cam's theory of statistical experiments …

The present paper studies the panel data auto regressive (PAR) time series model for testing the unit root hypothesis …

In this paper we propose a simple extension to the panel case of the covariate-augmented Dickey Fuller (CADF) test for … with respect to other popular panel approaches. A procedure to compute the asymptotic p-values of Hansen’s CADF test is … hypothesis and the presence of a unit root in international industrial production indices. -- unit root ; panel data …

This study develops new rank tests for panels that include panel unit root tests as a special case. The tests are …

This study develops new rank tests for panels that include panel unit root tests as a special case. The tests are …

We consider large n, T panel data models with fixed effects, persistent common factors allowing for cross …