Reflections on “Testing for unit roots in heterogeneous panels”
نویسندگان
چکیده
This article is our personal perspective on the IPS test and subsequent developments of unit root cointegration tests in dynamic panels with without cross-section dependence. In this note, we discuss main idea behind publication process that led to Im et al. (2003).
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2023
ISSN: ['1872-6895', '0304-4076']
DOI: https://doi.org/10.1016/j.jeconom.2023.01.022