Reflections on ''Testing for unit roots in heterogeneous panels''

被引：10

作者：

Im, Kyung So ^{[1
]}

Pesaran, M. Hashem ^{[2
,3
]}

Shin, Yongcheol ^{[4
]}

机构：

[1] 8104 Narrow Branch Ct, Gainesville, VA 20155 USA

[2] Univ Southern Calif, Dept Econ, Los Angeles, CA 90007 USA

[3] Trinity Coll, Cambridge, England

[4] Univ York, Dept Econ & Related Studies, York, N Yorkshire, England

来源：

JOURNAL OF ECONOMETRICS | 2023年 / 234卷

关键词：

Dickey and Fuller statistic; Stationarity Panel unit root tests; Prevalence of unit roots; AUTOREGRESSIVE TIME-SERIES; ERROR-CORRECTION; COINTEGRATION; MODELS;

D O I：

10.1016/j.jeconom.2023.01.022

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This article is our personal perspective on the IPS test and the subsequent developments of unit root and cointegration tests in dynamic panels with and without cross-section dependence. In this note, we discuss the main idea behind the test and the publication process that led to Im et al. (2003). (c) 2023 Elsevier B.V. All rights reserved.

引用

页码：111 / 114

页数：4

共 32 条

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