The 1 reference with contexts in paper John T. Barkoulas, Christopher F. Baum, Atreya Chakraborty (2000) “Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums” / RePEc:boc:bocoec:461

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Im, Kyong So, Pesaran, M. Hashem, and Yongcheol Shin (1995), Testing for unit roots in heterogeneous panels, unpublished paper, Department of Applied
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    Taylor and Sarno (1998) show that the JLR test statistic in (8) is asymptotically distributed as χ21() under the null hypothesis. The JLR multivariate test employed here offers important methodological advantages over first-generation panel-unit root tests proposed by Levin and Lin (1992, 1993),
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    Im et al. (1995),
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    O'Connell (1998), and others. Such tests have as their null hypothesis that all variables in the panel are realizations of unit-root processes. Hence, this null will be rejected if even one of the series in the panel is stationary.