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).
- Language
-
Englisch
- Bibliographic citation
-
Series: CESifo Working Paper ; No. 10228
- Classification
-
Wirtschaft
Econometrics
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
- Subject
-
Dickey and Fuller statistic
stationarity
panel unit root tests
prevalence of unit roots
- Event
-
Geistige Schöpfung
- (who)
-
Im, Kyung So
Pesaran, M. Hashem
Shin, Yongcheol
- Event
-
Veröffentlichung
- (who)
-
Center for Economic Studies and ifo Institute (CESifo)
- (where)
-
Munich
- (when)
-
2023
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Im, Kyung So
- Pesaran, M. Hashem
- Shin, Yongcheol
- Center for Economic Studies and ifo Institute (CESifo)
Time of origin
- 2023
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