Unit roots: identification and testing in micro panels

By Stephen R. Bond, Céline Nauges, F. Windmeijer. 2005

75 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/a7480b6a776219502558463f67c86567e9cf89dc

How researchers see this paper

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

In Economics and Econometrics

1. Charles Williams
2. Pao-lien Chen
3. H. Kruiniger
4. Rajshree Agarwal
5. Orietta Marsili
6. Elena Cefis
7. M. Vivarelli
8. J. Eggers

Citations in the corpus

• Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (2008, methodology): “The test due to BM has already been compared with other panel UR tests for the case of ‘micro’ panels in a Monte Carlo study conducted by Bond et al. (2005).”
• GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY (2009, unknown): “This specific asymptotic distribution can also be derived from Bond et al. (2005).”
• Growing pains: Pre-entry experience and the challenge of transition to incumbency† (2012, methodology): “…by the standard t-test for differences in parameters—we conducted unit root tests for panel data as recommended by Hall and Mairesse (2005) and Bond, Nauges, and Windmeijer (2005), and were able to reject the null hypothesis of unit root (test statistic = 50.13; p-value = 0.00001) for our…”