Results 271 to 280 of about 6,571,164 (297)

Panel Unit Root Test

2019
Panel data with long time period have been used predominately in applied macroeconomic research like purchasing power parity, growth convergence, business cycle synchronisation and so on. In this chapter provides some theoretical issues and their application in testing for unit roots in panel data where the time dimension (T), and the cross section ...
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Unit root tests for panel data

Journal of International Money and Finance, 2001
Abstract This paper develops unit root tests for panel data. These tests are devised under more general assumptions than the tests previously proposed. First, the number of groups in the panel data is assumed to be either finite or infinite. Second, each group is assumed to have different types of nonstochastic and stochastic components.
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Testing for unit root in nonlinear heterogeneous panels

Economics Letters, 2009
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Ucar, Nuri, Omay, Tolga
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Testing for unit roots in nonlinear dynamic heterogeneous panels [PDF]

, 2005
In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section modelled as an LSTAR model. All parameters are viewed as cross section specific. We allow for serially correlated residuals over time and heterogenous variance among cross sections.
He, Changli, Sandberg, Rickard
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Panel Methods to Test for Unit Roots and Cointegration

2009
We provide an up-to-date analytical survey of methods which have been developed to deal with estimation and inference in non-stationary panels. The chapter provides information not only on the tools but also interprets the literature and highlights the important challenges that remain.
Anindya Banerjee, Martin Wagner
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Breaking trend panel unit root tests [PDF]

, 2006
This paper proposes Lagrange Multiplier based panel unit root tests allowing for structural breaks through simple extensions of existing group mean and combination tests. The proposed tests are more general than those previously suggested. They consider potential breaks in the intercept, in the slope, and both.
Pui Sun Tam, University of Macau
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Panel Data Unit Root Tests with an Application

2001
Using several different unit root/stationarity tests on single time series Konya (2000) found the logarithm of real GDP of most OECD countries behaving as a random walk during the last four decades. This outcome, however, might be due to the generally low power of these tests.
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Bayesian unit root test for panel data

2016
The present paper studies the panel data auto regressive (PAR) time series model for testing the unit root hypothesis. The posterior odds ratio (POR) is derived under appropriate prior assumptions and then empirical analysis is carried out for testing the unit root hypothesis of Net Asset Value of National Pension schemes (NPS) for different fund ...
Kuma, Jitendra, Afifa, Umme, Chaturvedi, Anoop   +2 more
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Convergence of per capita ecological footprint among the ASEAN-5 countries: Evidence from a non-linear panel unit root test

Ecological Indicators, 2020
Veli Yilanci, Uğur Korkut Pata
exaly  

The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study

Econometric Reviews, 2006
Martin Wagner, Jaroslava Hloušková
exaly