Pages that link to "Item:Q102088"
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The following pages link to Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088):
Displaying 11 items.
- bootUR (Q45772) (← links)
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel (Q527968) (← links)
- Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates (Q1628351) (← links)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- Block bootstrapping for a panel mean break test (Q2131936) (← links)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
- Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
- Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506) (← links)
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence (Q5263976) (← links)
- Robust block bootstrap panel predictability tests (Q5860960) (← links)
