[下载]Testing for Unit Roots in Panels的12篇经典文献

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1.Levin, A. and C.F. Lin, C.-S. J. Chu. 2002. Unit Root Tests in Panel Data: Asymptotic and Finite Sample Properties. Journal of Econometrics, 108, pp. 1-24.（LLC）
2.Im, K.S., M.H. Pesaran, and Y. Shin. 2003. Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115, 53-74. （IPS）
3.Maddala, G.S. and Wu, S. 1999. A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test. Oxford Bulletin of Economics and Statistics, 61, 631–652. （p-test）
4.Hadri, K., 2000. Testing for stationarity in heterogeneous panel data. The Econometrics Journal, 3, 148-161. （LM-test）
5.Chang, Y. 2002. Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency. Journal of Econometrics, 110, 261–292.
6.Chang, Y. 2004. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency. Journal of Econometrics, 120, 263–293.
7.Jushin Bai and Serena Ng. 2004. A Panic Attack On Unit Roots And Cointegration. Econometrica, 72, 1127-1177.
8.Flores, R., P. Jorion, P.Y. Preumont and A. Szarfarz. 1999. Multivariate Unit Root Tests of the PPP Hypothesis. Journal of Empirical Finance, 6, 335–353.
9.Hurlin, C. and V. Mignon. 2004. Second Generation Panel Unit Root Tests. THEMA-CNRS, University of Paris X. Working paper.
10.Pesaran, M.H. and Tosetti, E. 2007. Large Panels with Common Factors and Spatial Correlations. Faculty of Economics and Politics, University of Cambridge. Working paper.
11.Coakley, J., N. Kellard and S. Smaith. 2005. The PPP debate: Price Matters!. Economic Letters, 88, 209–213.
12.Chang, Y. and W. Song. 2005. Unit Root Tests for Panels in the Presence of Short-Run and Long-Run Dependencies: Nonlinear IV Approach with Fixed N and Large T. Department of Economics, Rice University. Working paper.
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[下载]Testing for Unit Roots in Panels的12篇经典文献
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1.Levin, A. and C.F. Lin, C.-S. J. Chu. 2002. Unit Root Tests in Panel Data: Asymptotic and Finite Sample Properties. Journal of Econometrics, 108, pp. 1-24.（LLC）
2.Im, K.S., M.H. Pesaran, and Y. Shin. 2003. Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115, 53-74. （IPS）
3.Maddala, G.S. and Wu, S. 1999. A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test. Oxford Bulletin of Economics and Statistics, 61, 631–652. （p-test）
4.Hadri, K., 2000. Testing for stationarity in heterogeneous panel data. The Econometrics Journal, 3, 148-161. （LM-test）
5.Chang, Y. 2002. Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency. Journal of Econometrics, 110, 261–292.
6.Chang, Y. 2004. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency. Journal of Econometrics, 120, 263–293.
7.Jushin Bai and Serena Ng. 2004. A Panic Attack On Unit Roots And Cointegration. Econometrica, 72, 1127-1177.
8.Flores, R., P. Jorion, P.Y. Preumont and A. Szarfarz. 1999. Multivariate Unit Root Tests of the PPP Hypothesis. Journal of Empirical Finance, 6, 335–353.
9.Hurlin, C. and V. Mignon. 2004. Second Generation Panel Unit Root Tests. THEMA-CNRS, University of Paris X. Working paper.
10.Pesaran, M.H. and Tosetti, E. 2007. Large Panels with Common Factors and Spatial Correlations. Faculty of Economics and Politics, University of Cambridge. Working paper.
11.Coakley, J., N. Kellard and S. Smaith. 2005. The PPP debate: Price Matters!. Economic Letters, 88, 209–213.
12.Chang, Y. and W. Song. 2005. Unit Root Tests for Panels in the Presence of Short-Run and Long-Run Dependencies: Nonlinear IV Approach with Fixed N and Large T. Department of Economics, Rice University. Working paper.