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Im, Kyung So [Author]; Pesaran, M. Hashem [Author]; Shin, Yongcheol [Author]

Reflections on “Testing for Unit Roots in Heterogeneous Panels”

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  • Media type: E-Book
  • Title: Reflections on “Testing for Unit Roots in Heterogeneous Panels”
  • Contributor: Im, Kyung So [VerfasserIn]; Pesaran, M. Hashem [VerfasserIn]; Shin, Yongcheol [VerfasserIn]
  • imprint: [S.l.]: SSRN, 2023
  • Published in: CESifo Working Paper ; No. 10228
  • Extent: 1 Online-Ressource (12 p)
  • Language: English
  • DOI: 10.2139/ssrn.4338245
  • Identifier:
  • Keywords: Dickey and Fuller statistic ; stationarity ; panel unit root tests ; prevalence of unit roots
  • Origination:
  • Footnote: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2023 erstellt
  • Description: 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)
  • Access State: Open Access