Tests for seasonal unit roots in panels of cross-sectionally correlated time series (Q5400784): Difference between revisions

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+Testing for unit roots in heterogeneous panels.
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+Exploiting cross-section variation for unit root inference in dynamic data
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Testing for a unit root in panels with dynamic factors
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+Inferential Theory for Factor Models of Large Dimensions
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+An instrumental variable approach for panel unit root tests under cross-sectional dependence
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+Testing for Unit Roots in Seasonal Time Series
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+Seasonal unit roots in aggregate U.S. data (with discussion)
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+Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
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+Asymmetry and nonstationarity for a seasonal time series model
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+The Econometric Analysis of Seasonal Time Series
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+Testing for seasonal unit roots in heterogeneous panels
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+recursive Mean Adjustment for Unit Root Tests
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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