What are the unit root test techniques that can be used for unbalanced panel data with cross-sectional data? CADF seems to be OK, but CIPS seems not applicable. Is there any other method?
Hi Yuning Cao, you can seek and read this recent paper: P. Chen, Y. Karavias, and E. Tzavalis (2022) Panel unit-root tests with structural breaks.
I hope it will help
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