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Unit-Root tests in high-dimensional panels

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  • Wichert, Oliver

    (Tilburg University, School of Economics and Management)

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  • Wichert, Oliver, 2022. "Unit-Root tests in high-dimensional panels," Other publications TiSEM f926ab90-382b-4aa5-9532-8, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:f926ab90-382b-4aa5-9532-86f937dc5fa1
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    References listed on IDEAS

    as
    1. Joakim Westerlund, 2013. "A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 477-495, July.
    2. Joakim Westerlund & Jörg Breitung, 2013. "Lessons from a Decade of IPS and LLC," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 547-591, August.
    3. Westerlund, Joakim, 2015. "The power of PANIC," Journal of Econometrics, Elsevier, vol. 185(2), pages 495-509.
    4. Artūras Juodis & Joakim Westerlund, 2019. "Optimal panel unit root testing with covariates," The Econometrics Journal, Royal Economic Society, vol. 22(1), pages 57-72.
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