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 …

The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include … methodology papers on panel data probit models, treatment models, error component models with an ARMA process on the time specific … panel data, which was held at the Academy of Sciences in Berlin in July of 2002, is dedicated to the memory of G. S. Maddala …

This title examines new developments in theory and applications in panel data. It includes basic topics like … nonstationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental … parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection …