Optimal tests against the alternative hypothesis of panel unit roots (Q961422): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.csda.2008.06.014
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+W2113882573
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+Q5475042
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+Nonlinear IV unit root tests in panels with cross-sectional dependency.
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+Bootstrap unit root tests in panels with cross-sectional dependency
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+Q5532825
@@ Property / cites work: Q5532825 / rank @@
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+Testing for stationarity in heterogeneous panel data
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+Q3747597
@@ Property / cites work: Q3747597 / rank @@
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+Testing for unit roots in heterogeneous panels.
@@ Property / cites work: Testing for unit roots in heterogeneous panels. / rank @@
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+Locally robust tests for serial correlation in least squares regression
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+Robust tests for spherical symmetry and their application to least squares regression
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+Q3716079
@@ Property / cites work: Q3716079 / rank @@
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Testing for a unit root in panels with dynamic factors
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+Incidental trends and the power of panel unit root tests
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+Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models
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+An instrumental variable approach for panel unit root tests under cross-sectional dependence
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@@ links / mardi / name / links / mardi / name @@
+Publication:961422