Unit Roots and Identification in Autoregressive Panel Data Models: A Comparison of Alternative Tests

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Unit Roots and Cointegration in Panels (2005, unknown): “7 Asymptotic null distributions of the tests can also be derived depending on whether (T, N) →∞, sequentially, or when both N and T →∞, jointly.”
Openness, Government Size and the Terms of Trade (2009, background): “The test is advocated, among others, by Bond et al. (2002) due to its relatively high power.”
Financial Factors and Investment in Belgium, France, Germany, and the United Kingdom: A Comparison Using Company Panel Data (2003, background): “As the point estimates exceed 0.99 in the remain- 16 See Bond, Nauges, and Windmeijer (2001) and Hall and Mairesse (2001).”
Learning-by-Doing, Learning-by-Exporting, and Productivity: Evidence from Colombia (2005, background): “19 Bond et al. (2002) show that the t-test on the OLS coefficient of the lagged value of the series has high power when the variance of unobserved heterogeneity is relatively small.”