Panel Unit Root Tests in the Presence of Cross-Sectional Dependence: Finite Sample Performance and an Application

By S. D. Silva, K. Hadri, A. Tremayne. 2009

47 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/be466aacb3c9e20ca1fb43bfe702b370c2c1e581

How researchers see this paper

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

1. Mehdi Hosseinkouchack
2. Martin Solberger
3. Joakim Westerlund
4. Muhammad Shahbaz
5. Afees A. Salisu
6. Muntasir Murshed
7. Paresh Kumar Narayan
8. Ruhul Salim

Citations in the corpus

• The Local Power of the CADF and CIPS Panel Unit Root Tests (2016, background): “Strangely enough, however, while the smallsample properties of these tests has been heavily scrutinized (see, for example, Gengenbach et al., 2009; De Silva et al., 2009; Pesaran, 2007), as far as we are aware nothing is known regarding local power.”