Pages that link to "Item:Q3632373"
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The following pages link to TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE (Q3632373):
Displaying 8 items.
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (Q3557574) (← links)
- PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
- Lessons from a Decade of IPS and LLC (Q5080584) (← links)
- Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524) (← links)
- Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)
