Recursive mean adjustment for panel unit root tests (Q1927573): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Nonlinear IV unit root tests in panels with cross-sectional dependency.
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+A time series illustration of approximate conditional likelihood
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+Testing for unit roots in heterogeneous panels.
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+Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend
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+Testing for a unit root in panels with dynamic factors
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Exploiting cross-section variation for unit root inference in dynamic data
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+recursive Mean Adjustment for Unit Root Tests
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+Recursive mean adjustment and tests for nonstationarities
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