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, although 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
We propose to combine recent developments in univariate and multivariate unit root testing in order ...
This article proposes a new panel unit root test based on the generalized method of moments approach...
We propose unit root tests for the AR(1) panel data model with AR(1) errors and a small number of ob...
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...
In this paper, the performances of panel data unit root tests are considered and various estimation ...
Abstract: This paper proposes a unit root test for panel data with cross sectional dependence. The p...
This paper provides asymptotic optimality results for panel unit root tests with covariates by deriv...
The asymptotic local power of various panel unit root tests are inves-tigated. The (Gaussian) power ...
According to previous research, standard unit root tests are considered robust to stationary GARCH d...
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...
We propose a unit root test for panels with cross-sectional dependency. We allow general dependency ...
Abstract: This paper proposes an unit root test for panel data with cross sectional dependence. The ...
<div><p>This article proposes new unit root tests for panels where the errors may be not only serial...
We propose to combine recent developments in univariate and multivariate unit root testing in order ...
This article proposes a new panel unit root test based on the generalized method of moments approach...
We propose unit root tests for the AR(1) panel data model with AR(1) errors and a small number of ob...
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...
In this paper, the performances of panel data unit root tests are considered and various estimation ...
Abstract: This paper proposes a unit root test for panel data with cross sectional dependence. The p...
This paper provides asymptotic optimality results for panel unit root tests with covariates by deriv...
The asymptotic local power of various panel unit root tests are inves-tigated. The (Gaussian) power ...
According to previous research, standard unit root tests are considered robust to stationary GARCH d...
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...
We propose a unit root test for panels with cross-sectional dependency. We allow general dependency ...
Abstract: This paper proposes an unit root test for panel data with cross sectional dependence. The ...
<div><p>This article proposes new unit root tests for panels where the errors may be not only serial...
We propose to combine recent developments in univariate and multivariate unit root testing in order ...
This article proposes a new panel unit root test based on the generalized method of moments approach...
We propose unit root tests for the AR(1) panel data model with AR(1) errors and a small number of ob...