The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study

By Jaroslava Hlouskova, Martin Wagner. 2006

235 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/c0d9763193087845e5c6c870343f6893d4f71015

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. Georg Müller-Fürstenberger
2. Martin Wagner
3. T. Jayaraman
4. Evan Lau
5. Alexandra Leitão
6. Olimpia Neagu
7. N. Aslanidis
8. Kuan-Min Wang

Citations in the corpus

• The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? (2008, methodology): “This implies that inference based on the asymptotic critical values can be misleading, see Hlouskova and Wagner (2006a) for large scale simulation evidence in this respect.”
• Does external debt lead to economic growth in Pacific island countries (2009, background): “Further, Hlouskova and Wagner (2006) also provide a survey on the performance of the panel unit root and stationarity tests.”
• Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems (2007, methodology): “The first econometric analysis of the CKC is due to Holtz-Eakin and Selden (1995), who use an annual panel of 130 countries over the period 1951–1986 and estimate their equation in levels as opposed to log–levels as illustrated in equation (8). They find support for an inverse U–shape, but the turni”