Unit root tests in panel data: asymptotic and finite-sample properties

By Andrew T. Levin, C. Lin, C. Chu. 2002

12,452 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/a6fff19333054460ce64bbb05c714c2d781b2e1f

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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, neutral): “of cross-sectional correlation on the test of Levin et al. (2002) , …rst published as a working paper by Levin”
Energy Consumption, Economic Growth and CO2 Emissions in Middle East and North African Countries (2012, background): “Mehrara (2007) investigated the causal relationship between per capita energy consumption and per capita GDP in oil exporting countries.”
Sustainable Economic Development and Greenhouse Gas Emissions: The Dynamic Impact of Renewable Energy Consumption, GDP, and Corruption (2019, methodology): “The main stages for that analysis were: 1) Panel unit root tests using the Im, Pesaran, and Shin’s test (IPS) [70], Levin, Lin, and Chu test (LLC) [71], and the Fisher-type tests (ADF Fisher and PP Fisher) [71], which allowed us to check the null hypothesis on the existence of the unit root among th”
New insights into an old issue – examining the influence of tourism on economic growth: evidence from selected small island developing states (2019, methodology): “In this current study, panel unit root tests as proposed by Maddala and Wu (1999) C urrent Issues in Tourism 1289 Fisher-ADF and Fisher-PP type, Levin, Lin, and Chu (2002) and Im, Pesaran, and Shin (2003) are presented in Table 4.”
Credit Growth in Central and Eastern Europe: New (Over)Shooting Stars? (2006, methodology): “Four panel unit root tests are applied: the Levin, Lin and Chu (2002) , the Breitung (2000), the Hadri (2000) and the Im-Pesaran-Shin (2003) tests.”
Fertility Determinants and Economic Uncertainty: An Assessment Using European Panel Data (2010, methodology): “Different unit root tests according to Madala and Wu (1999) and Choi (2001), Levin et al. (2002), Breitung (2002), Im et al. (2003) were estimated to test the hypothesis that each panel data series has a common unit root process.”