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Testing for a unit root in panel time series models with multiple breaks

Westerlund, Joakim - 2009

Persistent link: https://www.econbiz.de/10003884487

Testing for nominal convergence in the Central American area : evidence from panel data unit-root tests

Hoarau, Jean-François; Blancard, Stéphane; … - In: Applied economics letters 16 (2009) 10/12, pp. 1171-1174

Persistent link: https://www.econbiz.de/10003886687

The effects of variance breaks on homogenous panel unit root tests

Herwartz, Helmut; Siedenburg, Florian - 2009

performance of homogenous panel unit root tests in the presence of permanent volatility shifts. It is shown that in this case …, panel unit root tests derived under time invariant innovation variances lose control over actual significance levels while … hypothesis. -- Panel unit root tests ; variance breaks ; cross sectional dependence ; Fisher hypothesis …

Persistent link: https://www.econbiz.de/10003887238

Economic growth and air pollution : three empirical essays based on nonparametric methods

Ordás Criado, Carlos - 2009

Persistent link: https://www.econbiz.de/10003888988

Gravity models in integrated panels

Fidrmuc, Jarko - In: Empirical economics : a journal of the Institute for … 37 (2009) 2, pp. 435-446

Persistent link: https://www.econbiz.de/10003889055

International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence

Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009

integration ; misalignment ; second-generation panel unit-root and cointegration tests …

Persistent link: https://www.econbiz.de/10003889635

International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence

Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009

integration ; misalignment ; second-generation panel unit-root and cointegration tests …

Persistent link: https://www.econbiz.de/10003891665

Testing for unit roots in panels with a factor structure

Breitung, Jörg; Das, Samarjit - In: Econometric theory 24 (2008) 1, pp. 88-108

Persistent link: https://www.econbiz.de/10003894117

A note on the use of the LLC panel unit root test

Westerlund, Joakim - In: Empirical economics : a journal of the Institute for … 37 (2009) 3, pp. 517-531

Persistent link: https://www.econbiz.de/10003900930

A note on the pooling of individual panic unit root tests

Westerlund, Joakim; Larsson, Rolf - In: Econometric theory 25 (2009) 6, pp. 1851-1868

Persistent link: https://www.econbiz.de/10003904449

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