A generalized nonlinear IV unit root test for panel data with cross-sectional dependence
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Cited by:
- Matei Demetrescu & Christoph Hanck & Adina I. Tarcolea, 2014.
"Iv-Based Cointegration Testing In Dependent Panels With Time-Varying Variance,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 35(5), pages 393-406, August.
- Hanck, Christoph & Demetrescu, Matei & Tarcolea, Adina, 2012. "IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62072, Verein für Socialpolitik / German Economic Association.
- Lee, Hyejin & Meng, Ming & Lee, Junsoo, 2012. "Performance of nonlinear instrumental variable unit root tests using recursive detrending methods," Economics Letters, Elsevier, vol. 117(1), pages 214-216.
- Mao, Guangyu & Shen, Yan, 2019. "Bubbles or fundamentals? Modeling provincial house prices in China allowing for cross-sectional dependence," China Economic Review, Elsevier, vol. 53(C), pages 53-64.
- Xiangjun Wu & Juan Xu, 2021. "Drivers of food price in China: A heterogeneous panel SVAR approach," Agricultural Economics, International Association of Agricultural Economists, vol. 52(1), pages 67-79, January.
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Keywords
Panel unit root test Principal components Non-linear instruments Cross-sectional dependence;Statistics
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