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Panel PP unit root test/Evidence
Method evidence record

Panel PP unit root test

The Panel PP unit root test extends the nonparametric Phillips-Perron correction for serial correlation to a multi-individual panel setting. It tests the null hypothesis that all cross-sectional units contain a unit root, using a pooled or averaged PP-type statistic that is robust to heteroscedastic and serially correlated errors without requiring explicit lag selection.

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Panel Phillips-Perron Unit Root Test
Taxonomic method record · regression-model / econometrics
  • Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53-74. · DOI 10.1016/S0304-4076(03)00092-7
  • Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335-346. · DOI 10.1093/biomet/75.2.335
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Related methods

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Taxonomic bucketAugmented Dickey-Fuller unit root testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel ADF Unit Root Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel ARDL Bounds Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Engle-Granger Cointegrationmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel KPSS testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPhillips-Perron unit root testmachine-suggested · Relational suggestion, not evidence.

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Sources

2 recorded citations, copied from the method source record.

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