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A primer on unit root testing

Phillips, Peter C. B.; Xiao, Zhijie - In: Journal of economic surveys 12 (1998) 5, pp. 423-469

Persistent link: https://www.econbiz.de/10001400855

An econometric analysis of I (2) variables

Haldrup, Niels - In: Journal of economic surveys 12 (1998) 5, pp. 595-650

Persistent link: https://www.econbiz.de/10001400865

Macroeconomics after two decades of rational expectations

McCallum, Bennett T. - In: The journal of economic education 25 (1994) 3, pp. 219-234

Persistent link: https://www.econbiz.de/10001165941

Nonstationary panels, cointegration in panels and dynamic panels : a survey

Baltagi, Badi H.; Kao, Chihwa - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 7-51). 2000

Persistent link: https://www.econbiz.de/10001583110

Is OECD real per capita GDP trend of difference stationary? : Evidence from panel unit root tests

Fleissig, Adrian R.; Strauss, Jack - In: Journal of macroeconomics 21 (1999) 4, pp. 673-690

Persistent link: https://www.econbiz.de/10001419112

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

Panel data tests of PPP : a critical overview

Caporale, Guglielmo Maria; Cerrato, Mario - In: Applied financial economics 16 (2006) 1/2, pp. 73-91

Persistent link: https://www.econbiz.de/10003291805

Unit roots and cointegration in panels

Breitung, Jörg (contributor); … - 2005

This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T), and the cross section dimension (N) are relatively large. It distinguishes between the first generation tests developed on the assumption of the cross section independence, and...

Persistent link: https://www.econbiz.de/10003225503