A number of panel unit root tests that allow for cross section dependence have been proposed in the literature, notably … asymptotically eliminate the cross dependence of the series before standard panel unit root tests are applied to the transformed … variety of models. It is shown that the cross sectionally augmented panel unit root tests have satisfactory size and power …

Panel datasets have been increasingly used in economics to analyse complex economic phenomena. One of the attractions … of panel datasets is the ability to use an extended dataset to obtain information about parameters of interest which are … assumed to have common values across panel units. However, the assumption of poolability has not been studied extensively …

An attractive feature of panel unit root tests is the ability to exploit coefficient homogeneity under the null …, under the alternative hypothesis of heterogeneous panel unit root tests of at least one series being stationary, the …

-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a … the maximum number of factors, in contrast to other panel unit root tests based on principal components that require in …

This paper presents results concerning the performance of both single equation and system panel cointegration tests and … cointegrating ranks varying from zero to two for fourteen different panel dimensions. The usual specifications of deterministic …

for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and …

under a simple panel Poisson count model. We also extend the strategy to accomodate cases when information orthogonality is … unavailable, such as the linear AR(p) panel model. For the AR(p) model, there exists a correction function to fix the incidental … in both parameter estimation and model selection. -- dynamic panel data model with fixed effect ; incidental parameter …

Panel data of our interest consist of a moderate number of panels, while the panels contain a small number of … observations. An estimator of common breaks in panel means without a boundary issue for this kind of scenario is proposed. In … in panel data is established. The results are illustrated through a simulation study. As a by-product of the developed …