EconPapers    
Economics at your fingertips  
 

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) Downloads
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 ().

 
Page updated 2025-03-30
Handle: RePEc:ces:ceswps:_10228