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Panel DF-GLS/Evidence
Method evidence record

Panel DF-GLS

Panel DF-GLS extends the Elliott, Rothenberg, and Stock (1996) GLS unit-root test to panel data, combining cross-sectional and time-series information to test whether variables contain unit roots. Introduced by Hadri and colleagues (2005), it is more powerful than standard panel unit-root tests (IPS, LLC) due to its GLS detrending approach. This test is essential for establishing stationarity before fitting cointegration or dynamic panel models.

Sources recorded, not reviewed

Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Panel Dickey-Fuller GLS Test
Taxonomic method record · regression-model / econometrics
  • Elliott, G., Rothenberg, T. J., & Stock, J. H. (1996). Efficient tests for an autoregressive unit root. Econometric Reviews, 13(4), 469-497. · DOI 10.2307/2171846
  • Hadri, K., & Larsson, R. (2005). Testing for stationarity in heterogeneous panel data. Econometric Reviews, 24(4), 403-456. · URL
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

No curated claims yet

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Same method familyCS-ARDLmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketMaki Cointegration Testmachine-suggested · Relational suggestion, not evidence.Same method familyPanel KSSmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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