A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709): Difference between revisions

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+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
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+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / zbMATH DE Number @@
+6053500
@@ Property / zbMATH DE Number: 6053500 / rank @@
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@@ Property / zbMATH Keywords @@
+panel data
@@ Property / zbMATH Keywords: panel data / rank @@
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@@ Property / zbMATH Keywords @@
+stationarity
@@ Property / zbMATH Keywords: stationarity / rank @@
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@@ Property / zbMATH Keywords @@
+KPSS test
@@ Property / zbMATH Keywords: KPSS test / rank @@
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@@ Property / zbMATH Keywords @@
+cross-sectional dependence
@@ Property / zbMATH Keywords: cross-sectional dependence / rank @@
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@@ Property / zbMATH Keywords @@
+common factor
@@ Property / zbMATH Keywords: common factor / rank @@
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@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2011.11.036
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@@ Property / OpenAlex ID @@
+W2043154154
@@ Property / OpenAlex ID: W2043154154 / rank @@
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@@ Property / cites work @@
+Q5475042
@@ Property / cites work: Q5475042 / rank @@
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@@ Property / cites work @@
+Q5309203
@@ Property / cites work: Q5309203 / rank @@
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@@ Property / cites work @@
+The econometrics of panel data. Fundamental and recent developments in theory and practice.
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@@ Property / cites work @@
+Testing for stationarity in heterogeneous panel data
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@@ Property / cites work @@
+Testing for stationarity in heterogeneous panel data where the time dimension is finite
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@@ Property / cites work @@
+Reducing the size distortion of the KPSS test
@@ Property / cites work: Reducing the size distortion of the KPSS test / rank @@
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@@ Property / cites work @@
+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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@@ Property / cites work @@
+A simple test for parameter constancy in a nonlinear time series regression model
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@@ Property / cites work @@
+Mean group tests for stationarity in heterogeneous panels
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@@ Property / cites work @@
+Statistical inference in vector autoregressions with possibly integrated processes
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@@ links / mardi / name / links / mardi / name @@
+Publication:433709