Unit root tests for panel data

By In Choi. 2001

4,075 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/cc3abcba3daa349fb5c65d129fb6e5487821b11e

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Citations in the corpus

Panel Unit Root Tests and Spatial Dependence (2006, positive): “Following Kelejian and Prucha (1999, p. 520), we use several spatial weight matrices which differ in their degree of sparseness. The first matrix, for example, is a “1 ahead and 1 behind” matrix with the i-th row (1 < i < N) of this N ×N matrix having non-zero elements in positions i+ 1 and i− 1. Th”
A panel study of nuclear energy consumption and economic growth (2010, background): “8 The Breitung (2000), Hadri (2000), Choi (2001), Levin et al. (2002), and Carrion-iSilvestre et al. (2005) tests were also performed and available upon request.”
Energy poverty and public health: Global evidence (2021, methodology): “We apply three conventional panel stationarity tests: the Im et al. (2003) test, the Maddala and Wu (1999) test and the Choi (2001) test.”
Regional aviation and economic growth : cointegration and causality analysis in Australia (2015, background): “These are again classified based on homogenous (e.g. Levin, Lin and Chu, (2002); Breitung, (2000) and Hadri, (2000)) and heterogeneous (e.g. Im, Pesaran and Shin (IPS), (2003); Maddala and Wu, (Maddala and Wu, 1999), Choi (2001)) model hypothesis.”
Renewable energy consumption and economic growth nexus: Evidence from a threshold model (2020, methodology): “<Insert Table 4 approximately here> Given the fact that the variables are cross-sectionally dependent, it is inappropriate to use the first generation of panel unit root tests that are based on the cross-sectional independence assumption (see e.g., Maddala and Wu, 1999; Choi, 2001; Levin et al., 200”
How does tourism development affect environmental pollution? (2021, methodology): “These tests include Fisher-type tests (Choi, 2001; Maddala and Wu, 1999), the IPS test (Im et al.”
Does tourism development promote CO2 emissions? (2017, methodology): “The case of ADF and PP tests was proposed by Maddala and Wu (1999) and Choi (2001) and IPS test proposed by Im, Pesaran, and Shin (2003). The three of them test the null hypothesis of a unit root against the alternative hypothesis of some individuals without unit roots.”