Pages that link to "Item:Q2439060"

The following pages link to Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060):

Displaying 36 items.

• Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
• An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
• Bootstrapping cointegrating regressions (Q275261) (← links)
• Panel cointegration with global stochastic trends (Q302100) (← links)
• Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
• Panel unit root tests by combining dependent \(P\) values: a comparative study (Q642446) (← links)
• The size and power of bootstrap tests for spatial dependence in a linear regression model (Q719013) (← links)
• Residual based tests for cointegration in dependent panels (Q738179) (← links)
• Computational framework for longevity risk management (Q744257) (← links)
• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• A robust sign test for panel unit roots under cross sectional dependence (Q961277) (← links)
• Optimal tests against the alternative hypothesis of panel unit roots (Q961422) (← links)
• Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
• Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
• Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
• Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
• A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
• The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration (Q1787529) (← links)
• CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
• Nonlinear IV unit root tests in panels with cross-sectional dependency. (Q1858972) (← links)
• An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks (Q1934075) (← links)
• Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence (Q1934170) (← links)
• A panel bootstrap cointegration test (Q1934171) (← links)
• Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
• A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
• PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks (Q2316919) (← links)
• Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
• Testing for a unit root in panels with dynamic factors (Q2439090) (← links)
• Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
• Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and Granger causality tests (Q2691756) (← links)
• Disentangling the source of non-stationarity in a panel of seasonal data (Q2699592) (← links)
• A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS (Q2890706) (← links)
• Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
• A Panel Unit Root Test with Good Power in Small Samples (Q3183722) (← links)
• Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
• Panel unit root tests under cross‐sectional dependence (Q5438541) (← links)