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Econometric Reviews Volume 32, 2013 - Issue 2
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Original Articles

An Intersection Test for Panel Unit Roots

Christoph Hanck Department of Economics, Econometrics, and Finance, University of Groningen, Groningen, The NetherlandsCorrespondence[email protected]
Pages 183-203 | Published online: 09 Nov 2011

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Read on this site (6)

Mauro Costantini & Claudio Lupi. (2023) A comparative study on p value combination tests for unit roots in multiple time series. Communications in Statistics - Simulation and Computation 0:0, pages 1-15.
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Claudiu Tiberiu Albulescu, Serban Miclea & Eugenia Grecu. (2022) Firm-level TFP convergence: an application to the German electricity and gas industry. Applied Economics Letters 29:9, pages 805-811.
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María José Presno, Manuel Landajo & Paula Fernandez-Gonzalez. (2022) Nonparametric panel stationarity testing with an application to crude oil production. Journal of Applied Statistics 49:4, pages 1033-1048.
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Melisa Chanegriha, Chris Stewart & Christopher Tsoukis. (2020) Testing for causality between FDI and economic growth using heterogeneous panel data. The Journal of International Trade & Economic Development 29:5, pages 546-565.
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Antonia Arsova & Deniz Dilan Karaman Örsal. (2020) Intersection tests for the cointegrating rank in dependent panel data. Communications in Statistics - Simulation and Computation 49:4, pages 918-941.
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Meher Manzur. (2018) Exchange rate economics is always and everywhere controversial. Applied Economics 50:3, pages 216-232.
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Articles from other publishers (25)

Gerdie Everaert & Lorenzo Pozzi. (2021) Encompassing measures of international consumption risk sharing and their link with trade and financial globalization. Journal of Applied Econometrics 37:2, pages 433-449.
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Antonia Arsova. (2020) Exchange rate pass-through to import prices in Europe: a panel cointegration approach. Empirical Economics 61:1, pages 61-100.
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Antonia Arsova & Deniz Dilan Karaman Örsal. (2021) A panel cointegrating rank test with structural breaks and cross-sectional dependence. Econometrics and Statistics 17, pages 107-129.
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Hande Karabiyik, Franz C. PalmJean-Pierre Urbain. (2019) Econometric Analysis of Panel Data Models with Multifactor Error Structures. Annual Review of Economics 11:1, pages 495-522.
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Martin Arnold & Christoph Hanck. (2019) On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions. Journal of Risk and Financial Management 12:3, pages 117.
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Danvee Floro. (2019) Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. International Review of Financial Analysis 62, pages 164-181.
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Verena Werkmann. (2019) Combination of Tests for Cointegration in Cross-Correlated Panels. Oxford Bulletin of Economics and Statistics 81:1, pages 195-213.
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Matei Demetrescu & Christoph Hanck. (2018) Multiple Testing for No Cointegration under Nonstationary Volatility. Oxford Bulletin of Economics and Statistics 80:3, pages 485-513.
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Maria Adelaide Pedrosa da Silva Duarte & Marta Cristina Nunes Simões. 2017. Core-Periphery Patterns Across the European Union. Core-Periphery Patterns Across the European Union 143 173 .
João Sousa Andrade & António Portugal Duarte. 2017. Core-Periphery Patterns Across the European Union. Core-Periphery Patterns Across the European Union 113 141 .
Lan Cheng & Xuguang Simon Sheng. (2017) Combination of “combinations of p values”. Empirical Economics 53:1, pages 329-350.
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Sara Paulina De Oliveira Monteiro & Maria Adelaide Pedrosa da Silva Duarte. 2017. The Quadruple Innovation Helix Nexus. The Quadruple Innovation Helix Nexus 65 93 .
Takashi Matsuki. (2015) Linear and nonlinear comovement in Southeast Asian local currency bond markets: a stepwise multiple testing approach. Empirical Economics 51:2, pages 591-619.
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Claudiu Tiberiu Albulescu, Dominique Pépin & Aviral Kumar Tiwari. (2016) A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS. Bulletin of Economic Research 68:2, pages 133-150.
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Mauro Costantini & Claudio Lupi. (2016) Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods. Economics Letters 138, pages 9-14.
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Milda Norkute. (2015) Can the sectoral New Keynesian Phillips curve explain inflation dynamics in the Euro Area?. Empirical Economics 49:4, pages 1191-1216.
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Irina Syssoyeva-Masson & João de Sousa Andrade. (2015) Capital Mobility in the Enlarged Europe: A New Look at the Feldstein-Horioka Puzzle using a Quantile Regression Approach. Revue d'économie politique Vol. 125:4, pages 571-599.
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Christoph Hanck & Robert Czudaj. (2014) Nonstationary-volatility robust panel unit root tests and the great moderation. AStA Advances in Statistical Analysis 99:2, pages 161-187.
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Uwe Hassler & Verena Werkmann. (2014) Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage. Jahrbücher für Nationalökonomie und Statistik 234:1, pages 23-43.
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Verena Werkmann. (2012) Performance of unit root tests in unbalanced panels: experimental evidence. AStA Advances in Statistical Analysis 97:3, pages 271-285.
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Gebhard Kirchgässner, Jürgen Wolters & Uwe HasslerGebhard Kirchgässner, Jürgen Wolters & Uwe Hassler. 2013. Introduction to Modern Time Series Analysis. Introduction to Modern Time Series Analysis 251 279 .
Thomas Goda, Chris Stewart & Alejandro Torres. (2016) Absolute Income Inequality and Rising House Prices. SSRN Electronic Journal.
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Christoph Hanck & Robert Czudaj. (2013) Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. SSRN Electronic Journal.
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Uwe Hassler & Verena Werkmann. (2012) New Panel Evidence on International Interest Rate Linkage. SSRN Electronic Journal.
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Xuguang Sheng & Jingyun Yang. (2009) A Simple Panel Unit Root Test by Combining Dependent P-Values. SSRN Electronic Journal.
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