Topics in Integrated Panel Data Econometrics |
Week 2 |
| A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (G. S. Maddala and Shaowen Wu) |
| Testing for Unit Roots in Heterogeneous Panels (Kyung So Im, M. Hashem Pesaran, Yongcheol Shin) |
| Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties (Andrew Levin, Chien-Fu Lin, Chia-Shang James Chu) |