Panel Unit Root Test

Panel unit root test allows us to determine whether to run Panel VAR or Panel VECM.

[@meensbeans_]

Can I perform PVAR on series that are stationary at levels I(0)? My series do not contain unit roots, and I need to test for spillover

[@bellisma77]

I guess we must conduct the cross section dependence test in order to choose between 1st or 2nd generation unit root test.

[@moviesanddramakorea]

Is it advisable to carry out a cross-sectional dependence test before unit root test

[@KrishnenduJ-hc5fg]

yeah, traditional unit root tests don't account for cross-sectional dependence. you'll have to use Pesaran's CADF or IPS unit root tests in that case.

[@phdnida989]

Thanks. Your personal contact?