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10 Im, K. S, "Testing for unit roots in heterogeneous panels" 115 : 53-74, 2003
1 IMSL, "User's Manual" IMSL 1989
2 Levin, A, "Unit root tests in panel data: Asymptotic and finite-sample properties" 108 : 1-24, 2002
3 Choi, I, "Unit root tests for panel data" 20 : 249-272, 2001
4 Shin, D. W, "Unit root tests for panel MTAR model with cross-sectionally dependent error" SPRINGER HEIDELBERG 67 (67): 315-326, 2008
5 Shin, D. W, "Unit root tests based on adaptive maximum likelihood estimation" 15 : 1-23, 1999
6 Lucas, A, "Unit root tests based on M estimators" 11 : 331-346, 1995
7 Enders, W, "Unit root tests and asymmetric adjustment with an example using the term structure of interest rates" 16 : 304-311, 1998
8 Caner, M, "Threshold autoregression with a near unit root" 69 : 1555-1596, 2001
9 Shin, D. W, "Tests for asymmetry in possibly nonstationary time series data" 19 : 233-244, 2001
10 Im, K. S, "Testing for unit roots in heterogeneous panels" 115 : 53-74, 2003
11 서병선, "Testing for two-regime threshold cointegration in vector error-correction models" 110 : 293-318, 200209
12 Moon, H. R, "Testing for a unit root in panels with dynamic factors" Elsevier BV 122 (122): 81-126, 2004
13 Choi, I, "Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices" 22 : 233-264, 2007
14 Huber, P. J, "Robust Statistics" John Wiley & Sons 1981
15 Shin, D. W, "Recursive mean adjustment for unit root tests" 22 : 595-612, 2001
16 Gengenbach, C., "Panel Unit Root Tests in the Presence of Cross- sectional Dependencies: Comparison and Implications for Modelling" Econometric Reviews 2010
17 Herwartz, H, "Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap" 53 : 137-150, 2008
18 Phillips, P. C. B, "Dynamic panel estimation and homogeneity testing under cross section dependence" 6 : 217-259, 2003
19 Koop, G, "Dynamic asymmetries in U.S. unemployment" 17 : 298-312, 1999
20 Herce, M. A, "Asymptotic theory of LAD estimation in a unit root process with finite variance errors" 12 : 129-153, 1996
21 Tsay, R. S, "Analysis of Financial Time Series, 2nd edition" John Wiley & Sons 2005
22 So, B. S, "An invariant sign test for random walks based on recursive median adjustment" 102 : 197-229, 2001
23 Shin, D. W, "An instrumental variable approach for panel unit root tests under cross-sectional dependence" ELSEVIER SCIENCE SA 134 : 215-234, 2006
24 Pesaran, M. H, "A simple panel unit root test in the presence of cross-section dependence" 22 : 265-312, 2007
25 Shin, D. W, "A robust sign test for panel unit roots under cross sectional dependence" Elsevier 53 : 1312-1327, 2009
26 Bai, J, "A PANIC attack on unit roots and cointegration" 72 : 1127-1177, 2004