User’s Guide : Panel and Pooled Data : Working with Panel Data : References
Breitung, Jörg (2000). “The Local Power of Some Unit Root Tests for Panel Data,” in B. Baltagi (ed.), Advances in Econometrics, Vol. 15: Nonstationary Panels, Panel Cointegration, and Dynamic Panels, Amsterdam: JAI Press, p. 161–178.
Choi, I. (2001). “Unit Root Tests for Panel Data,” Journal of International Money and Finance, 20: 249–272.
Fisher, R. A. (1932). Statistical Methods for Research Workers, 4th Edition, Edinburgh: Oliver & Boyd.
Hadri, Kaddour (2000). “Testing for Stationarity in Heterogeneous Panel Data,” Econometric Journal, 3, 148–161.
Hlouskova, Jaroslava and M. Wagner (2006). “The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study,” Econometric Reviews, 25, 85-116.
Holzer, H., R. Block, M. Cheatham, and J. Knott (1993), “Are Training Subsidies Effective? The Michigan Experience,” Industrial and Labor Relations Review, 46, 625-636.
Im, K. S., M. H. Pesaran, and Y. Shin (2003). “Testing for Unit Roots in Heterogeneous Panels,” Journal of Econometrics, 115, 53–74.
Johansen, Søren (1991). “Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models,” Econometrica, 59, 1551–1580.
Kao, C. (1999). “Spurious Regression and Residual-Based Tests for Cointegration in Panel Data,” Journal of Econometrics, 90, 1–44.
Levin, A., C. F. Lin, and C. Chu (2002). “Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties,” Journal of Econometrics, 108, 1–24.
Maddala, G. S. and S. Wu (1999). “A Comparative Study of Unit Root Tests with Panel Data and A New Simple Test,” Oxford Bulletin of Economics and Statistics, 61, 631–52.
Pedroni, P. (1999). “Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors,” Oxford Bulletin of Economics and Statistics, 61, 653–70.
Pedroni, P. (2004). “Panel Cointegration; Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis,” Econometric Theory, 20, 597–625.
Wooldridge, Jeffrey M. (2002). Econometric Analysis of Cross Section and Panel Data, Cambridge, MA: The MIT Press.