Second Generation Panel Unit Root Tests

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Unit Roots and Cointegration in Panels (2005, background): “(6)A survey of the second generation panel unit root tests is also provided by Hurlin and Mignon (2004). (7)The case where ft and/or ξit might be serially correlated will be considered below.”
An empirical analysis of the determinants of CO2 emissions in ‎GCC countries (2020, background): “For more discussion of panel unit root tests, see Hurlin and Mignon (2007).”
Currency misalignments and growth: a new look using nonlinear panel data methods (2012, background): “10 See Hurlin and Mignon ( 2006 ) and Hurlin ( 2010 ) for a detailed presentation of panel unit root tests.”
A Cointegration Analysis of Real GDP and CO2 Emissions in Transitional Countries (2017, background): “The second generation unit root tests offer some solutions in overcoming this issue, relaxing the assumption of cross-sectional independence [68].”
Cross-Sectional Dependence in Panel Data Analysis (2012, methodology): “The method proposed by Kapetanios requires that the idiosyncratic errors of the approximate factor model are i.i.d. Onatski (2009) develops a similar estimator that makes less stringent assumptions on the serial correlation and heteroskedasticity pattern of the idiosyncratic errors.”