Panel LM Unit-root Tests with Level Shifts

By K. Im, Junsoo Lee, M. Tieslau. 2005

447 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/b96a249379127220aafd00620fbdb049f5a4fc0c

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In Economics and Econometrics

1. Muhammad Shahbaz
2. Syed Jawad Hussain Shahzad
3. Mantu Kumar Mahalik
4. Christophe Rault
5. Shawkat Hammoudeh
6. Lajos Horv'ath
7. Marie Husková
8. Chrysost Bangake

Citations in the corpus

• Une synthèse des tests de racine unitaire sur données de panel (2005, unknown): “Ztbar (p; ) = p N [t_barNT E ( )] p V ar ( ) (34)”
• Unit Roots and Cointegration in Panels (2005, unknown): “Im Vergleich zu Panel-Unit-Root-Tests ist die Kointegrationsanalyse mit Paneldaten in einem vergeichsweise frühen Entwicklungsstadium.”
• Does Globalisation Worsen Environmental Quality in Developed Economies? (2018, methodology): “To test the robustness of unit root analysis, we also apply the LM panel unit root test developed by Im et al. (2005), which accommodates a single”