On the Panel Unit Root Tests Using Nonlinear Instrumental Variables

By Kyunghun Im, M. Hashem, Pesaran. 2003

112 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/0abc654dbb269357e66e42d649bc4793d71a6ebc

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In Economics and Econometrics

Citations in the corpus

Panel Unit Root Tests in the Presence of Cross-Sectional Dependence: Finite Sample Performance and an Application (2009, unknown): “However, the e¢ cacy of this testing method has been called into question by Im and Pesaran (2003) .”
A simple panel unit root test in the presence of cross-section dependence (2007, unknown): “We refer to the latter versions of these tests as P̃ and the Z̃ tests.(17) As to be expected the extent of over-rejection of the tests very much depends on the degree of cross section dependence.”
The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? (2008, background): “The difference in results may be explained by the Im and Pesaran (2003) comment on the Chang nonlinear IV tests.”
Une synthèse des tests de racine unitaire sur données de panel (2005, unknown): “[35] Im, K.”
Second Generation Panel Unit Root Tests (2007, unknown): “However, a recent paper of Im and Pesaran (2003) shows that the asymptotic independence of the IV non linear t -statistics is valid only under the condition that N ln ( T ) = p T !”
Panel Unit Root Tests and Spatial Dependence (2006, unknown): “For a critique of this test, see Im and Pesaran (2003).”
Combining Significance of Correlated Statistics with Application to Panel Data (2006, unknown): “In order to avoid criticism of the type expressed by Im and Pesaran (2003), who argue that the covariance matrices generated by this recipe have low mean correlation, we use the eigenvalues of Σ1 with ρY = 0.5, of which the largest is (N + 1)/2.”