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