Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test

Chi Keung Marco Lau; Farrukh Suvankulov; Yongyang Su; Frankie Chau

doi:10.1016/j.econmod.2011.08.006

Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test

Economic Modelling ◽

10.1016/j.econmod.2011.08.006 ◽

2012 ◽

Vol 29 (3) ◽

pp. 810-816 ◽

Cited By ~ 18

Author(s):

Chi Keung Marco Lau ◽

Farrukh Suvankulov ◽

Yongyang Su ◽

Frankie Chau

Keyword(s):

Unit Root ◽

Unit Root Test ◽

Unit Root Tests ◽

Panel Unit Root Tests ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

Non Linear

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WITHDRAWN: More powerful non-linear panel unit root test and its application

Economic Modelling ◽

10.1016/j.econmod.2010.06.007 ◽

2011 ◽

Vol 28 (1-2) ◽

pp. 760

Author(s):

Marco Chi-Keung Lau

Keyword(s):

Unit Root ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

Non Linear

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IS THE CONSUMPTION-INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON-LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON-OECD COUNTRIES*

Manchester School ◽

10.1111/j.1467-9957.2011.02272.x ◽

2012 ◽

Vol 81 (1) ◽

pp. 102-120 ◽

Cited By ~ 13

Author(s):

MARIO CERRATO ◽

CHRISTIAN DE PERETTI ◽

CHRIS STEWART

Keyword(s):

Unit Root ◽

Oecd Countries ◽

Unit Root Tests ◽

Panel Unit Root Tests ◽

Panel Unit Root ◽

Non Linear ◽

Income Ratio

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Convergence of per capita ecological footprint among the ASEAN-5 countries: Evidence from a non-linear panel unit root test

Ecological Indicators ◽

10.1016/j.ecolind.2020.106178 ◽

2020 ◽

Vol 113 ◽

pp. 106178 ◽

Cited By ~ 12

Author(s):

Veli Yilanci ◽

Ugur Korkut Pata

Keyword(s):

Unit Root ◽

Ecological Footprint ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

Non Linear ◽

Per Capita

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Unemployment hysteresis in G20 countries: Evidence from non-linear panel unit-root tests

AFRICAN JOURNAL OF BUSINESS MANAGEMENT ◽

10.5897/ajbm10.721 ◽

2012 ◽

Vol 6 (49) ◽

pp. 11887-11890 ◽

Cited By ~ 3

Author(s):

Chou Hsi Chiung ◽

Zhang Yi Chung

Keyword(s):

Unit Root ◽

Unit Root Tests ◽

Panel Unit Root Tests ◽

Panel Unit Root ◽

Non Linear

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A revisit to the non-linear mean reversion of real exchange rates: Evidence from a series-specific non-linear panel unit-root test

Journal of Macroeconomics ◽

10.1016/j.jmacro.2008.12.002 ◽

2009 ◽

Vol 31 (4) ◽

pp. 591-601 ◽

Cited By ~ 15

Author(s):

Jyh-Lin Wu ◽

Hsiu-Yun Lee

Keyword(s):

Exchange Rates ◽

Unit Root ◽

Real Exchange Rates ◽

Unit Root Test ◽

Mean Reversion ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

Non Linear

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A Panel Unit-Root Test with Smooth Breaks and Cross-Sectional Dependence

SSRN Electronic Journal ◽

10.2139/ssrn.2039620 ◽

2012 ◽

Cited By ~ 1

Author(s):

Chingnum Lee ◽

Jyh-Lin Wu

Keyword(s):

Unit Root ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Cross Sectional ◽

Panel Unit Root ◽

Cross Sectional Dependence ◽

Smooth Breaks

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Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test

Empirica ◽

10.1007/s10663-021-09510-z ◽

2021 ◽

Author(s):

Tolga Omay ◽

Muhammad Shahbaz ◽

Chris Stewart

Keyword(s):

Unit Root ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Panel Unit Root ◽

Unemployment Rates ◽

New Evidence

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On the interpretation of panel unit root tests

Economics Letters ◽

10.1016/j.econlet.2012.04.049 ◽

2012 ◽

Vol 116 (3) ◽

pp. 545-546 ◽

Cited By ~ 42

Author(s):

M. Hashem Pesaran

Keyword(s):

Unit Root ◽

Unit Root Tests ◽

Panel Unit Root Tests ◽

Panel Unit Root

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A comment on ‘Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks’

Applied Economics Letters ◽

10.1080/13504851.2012.684778 ◽

2013 ◽

Vol 20 (2) ◽

pp. 111-113 ◽

Cited By ~ 2

Author(s):

D. Ventosa-Santaulària ◽

M. Gómez-Zaldívar

Keyword(s):

Unit Root ◽

Structural Breaks ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Panel Unit Root

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The effect of recursive detrending on panel unit root tests

Journal of Econometrics ◽

10.1016/j.jeconom.2014.06.015 ◽

2015 ◽

Vol 185 (2) ◽

pp. 453-467 ◽

Cited By ~ 17

Author(s):

Joakim Westerlund

Keyword(s):

Unit Root ◽

Unit Root Tests ◽

Panel Unit Root Tests ◽

Panel Unit Root

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