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Bootstrap unit root tests in panels with cross-sectional dependency

Y. Chang. Journal of Econometrics, 120 (2): 263--293 (июня 2004)

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Nonlinear instrumental variable estimation of an autoregressionP. Phillips, J. Park, и Y. Chang. Journal of Econometrics, 118 (1-2): 219--246 (00 2004)ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTSY. Chang, и J. Park. Econometric Reviews, 21 (4): 431--447 (2002)Index models with integrated time seriesY. Chang, и J. Park. Journal of Econometrics, 114 (1): 73--106 (мая 2003)Bootstrap unit root tests in panels with cross-sectional dependencyY. Chang. Journal of Econometrics, 120 (2): 263--293 (июня 2004)Nonlinear IV unit root tests in panels with cross-sectional dependencyY. Chang. Journal of Econometrics, 110 (2): 261--292 (октября 2002)Bootstrapping cointegrating regressionsY. Chang, J. Park, и K. Song. Journal of Econometrics, 133 (2): 703--739 (августа 2006)A Sieve Bootstrap For The Test Of A Unit RootY. CHANG, и J. PARK. Journal of Time Series Analysis, 24 (4): 379--400 (182 07 2003)doi: 10.1111/1467-9892.00312.