Reflections on “Testing for Unit Roots in Heterogeneous Panels”
Kyung So Im,
Mohammad Pesaran and
Yongcheol Shin
No 10228, CESifo Working Paper Series from CESifo
Abstract:
This article is our personal perspective on the IPS test and the subsequent developments of unit root and cointegration tests in dynamic panels with and without cross-section dependence. In this note, we discuss the main idea behind the test and the publication process that led to Im, Pesaran and Shin (2003).
Keywords: Dickey and Fuller statistic; stationarity; panel unit root tests; prevalence of unit roots (search for similar items in EconPapers)
JEL-codes: C01 C23 (search for similar items in EconPapers)
Date: 2023
New Economics Papers: this item is included in nep-ets
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
https://www.cesifo.org/DocDL/cesifo1_wp10228.pdf (application/pdf)
Related works:
Working Paper: Reflections on "Testing for Unit Roots in Heterogeneous Panels" (2023) 
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:ces:ceswps:_10228
Access Statistics for this paper
More papers in CESifo Working Paper Series from CESifo Contact information at EDIRC.
Bibliographic data for series maintained by Klaus Wohlrabe ().