Add to ORKGIn search for more efficient unit root tests in the presence of GARCH, some researchers have recently turned their attention to estimation by maximum likelihood. However, al-though theoretically appealing, the new test is difficult to implement, which has made it quite uncommon in the empirical literature. The current paper offers a panel data based solution to this problem
This article proposes a new panel unit root test based on Simes' ( 1986) classical intersection test...
This article proposes a new panel unit root test based on the generalized method of moments approach...
November 2012This paper proposes the use of covariate unit root tests and the exploitation of the in...
In search for more efficient unit root tests in the presence of GARCH, some researchers have recentl...
In a search for more powerful unit root tests, some researchers have recently proposed accounting fo...
This paper provides asymptotic optimality results for panel unit root tests with covariates by deriv...
In this paper, the performances of panel data unit root tests are considered and various estimation ...
This paper proposes Lagrange Multiplier based panel unit root tests allowing for structural breaks t...
We propose to combine recent developments in univariate and multivariate unit root testing in order ...
The asymptotic local power of various panel unit root tests are inves-tigated. The (Gaussian) power ...
Abstract: This paper proposes a unit root test for panel data with cross sectional dependence. The p...
We propose unit root tests for the AR(1) panel data model with AR(1) errors and a small number of ob...
This paper proposes a new panel unit root test based on Simes ’ [Biometrika 1986, “An Improved Bonfe...
In a Gaussian, heterogeneous, cross-sectionally independent panel with inciden- tal intercepts, Moon...
We propose unit root tests for the AR(1) panel data model with AR(1) errors and a small number of ob...
This article proposes a new panel unit root test based on Simes' ( 1986) classical intersection test...
This article proposes a new panel unit root test based on the generalized method of moments approach...
November 2012This paper proposes the use of covariate unit root tests and the exploitation of the in...
In search for more efficient unit root tests in the presence of GARCH, some researchers have recentl...
In a search for more powerful unit root tests, some researchers have recently proposed accounting fo...
This paper provides asymptotic optimality results for panel unit root tests with covariates by deriv...
In this paper, the performances of panel data unit root tests are considered and various estimation ...
This paper proposes Lagrange Multiplier based panel unit root tests allowing for structural breaks t...
We propose to combine recent developments in univariate and multivariate unit root testing in order ...
The asymptotic local power of various panel unit root tests are inves-tigated. The (Gaussian) power ...
Abstract: This paper proposes a unit root test for panel data with cross sectional dependence. The p...
We propose unit root tests for the AR(1) panel data model with AR(1) errors and a small number of ob...
This paper proposes a new panel unit root test based on Simes ’ [Biometrika 1986, “An Improved Bonfe...
In a Gaussian, heterogeneous, cross-sectionally independent panel with inciden- tal intercepts, Moon...
We propose unit root tests for the AR(1) panel data model with AR(1) errors and a small number of ob...
This article proposes a new panel unit root test based on Simes' ( 1986) classical intersection test...
This article proposes a new panel unit root test based on the generalized method of moments approach...
November 2012This paper proposes the use of covariate unit root tests and the exploitation of the in...