Arbeitspapier
Reflections on "Testing for Unit Roots in Heterogeneous Panels"
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, Pesaran and Shin (2003).
- Sprache
-
Englisch
- Erschienen in
-
Series: CESifo Working Paper ; No. 10228
- Klassifikation
-
Wirtschaft
Econometrics
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
- Thema
-
Dickey and Fuller statistic
stationarity
panel unit root tests
prevalence of unit roots
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Im, Kyung So
Pesaran, M. Hashem
Shin, Yongcheol
- Ereignis
-
Veröffentlichung
- (wer)
-
Center for Economic Studies and ifo Institute (CESifo)
- (wo)
-
Munich
- (wann)
-
2023
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Im, Kyung So
- Pesaran, M. Hashem
- Shin, Yongcheol
- Center for Economic Studies and ifo Institute (CESifo)
Entstanden
- 2023
Ähnliche Objekte (12)
Testing for unit roots in nonlinear dynamic heterogeneous panels
Unit roots and cointegration in panels
On PPP, unit roots and panels
Unit roots and cointegration in panels
Unit roots: Identification and testing in micro panels
Heteroskedasticity-robust unit root testing for trending panels
Pooled Unit Root Tests in Panels with a Common Factor
Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator
Unit root testing
Spatial Unit Roots
Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions
Rank Tests for Unit Roots
Testing for unit roots in nonlinear dynamic heterogeneous panels
Unit roots and cointegration in panels
On PPP, unit roots and panels
Unit roots and cointegration in panels
Unit roots: Identification and testing in micro panels
Heteroskedasticity-robust unit root testing for trending panels
Pooled Unit Root Tests in Panels with a Common Factor
Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator
Unit root testing
Spatial Unit Roots
Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions
Rank Tests for Unit Roots
Testing for unit roots in nonlinear dynamic heterogeneous panels
Unit roots and cointegration in panels
On PPP, unit roots and panels
Unit roots and cointegration in panels
Unit roots: Identification and testing in micro panels
Heteroskedasticity-robust unit root testing for trending panels
Pooled Unit Root Tests in Panels with a Common Factor
Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator
Unit root testing
Spatial Unit Roots
Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions