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Reflections on “Testing for unit roots in heterogeneous panels”. (English) Zbl 07674643

Summary: 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 [K. S. Im et al., J. Econom. 115, No. 1, 53–74 (2003; Zbl 1041.62075)].

MSC:

62-XX Statistics
91-XX Game theory, economics, finance, and other social and behavioral sciences

Citations:

Zbl 1041.62075
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References:

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