This paper considers various tests of the unit root hypothesis in panels where the cross-section dependence is due to common dynamic factors. Three situations are studied. First, the common factors ...

This article develops a novel test for a unit root in general transitional autoregressive models, which is based on the infimum of t-ratios for the coefficient of a parametrized transition function.

The news correspondents obtained a quote from the research from Erasmus University, "Although testing for a unit root has been studied extensively in econometrics, the method and asymptotic results ...