Combining Significance of Correlated Statistics with Application to Panel Data

By Matei Demetrescu, Uwe Hassler, Adina I. Tarcolea. 2006

99 citations recorded by the source corpus.

Subfields: Applied Mathematics, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/30865b80f27f8710240edf7984785d42461dc7e4

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Christoph Hanck
2. Matei Demetrescu

In Economics and Econometrics

1. Christoph Hanck
2. Matei Demetrescu
3. Muhammad Shahbaz
4. Sakiru Adebola Solarin
5. Ilhan Ozturk
6. K. Lumpur.

In Finance

1. Christoph Hanck
2. Matei Demetrescu
3. Muhammad Shahbaz
4. Sakiru Adebola Solarin
5. Ilhan Ozturk
6. K. Lumpur.

Citations in the corpus

• A Simple Panel-CADF Test for Unit Roots (2013, unknown): “Under DGP1, where it is also γi = 0 ∀i, then ρ2i = 1 ∀i and the power of the pCADF test is substantially the same as the power of the test based on Demetrescu et al. (2006), consistently with what already pointed out while discussing the conditional model.”
• Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator (2012, methodology): “In this section we additionally experiment with the Hartung (1999)-Demetrescu et al.”