An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Seung-Ho Kang / rank
Normal rank
 
Property / author
 
Property / author: Seung-Ho Kang / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2005.06.021 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1990725150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5475042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear IV unit root tests in panels with cross-sectional dependency. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for unit roots in heterogeneous panels. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for a unit root in panels with dynamic factors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Incidental trends and the power of panel unit root tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic panel estimation and homogeneity testing under cross section dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exploiting cross-section variation for unit root inference in dynamic data / rank
 
Normal rank
Property / cites work
 
Property / cites work: An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments / rank
 
Normal rank
Property / cites work
 
Property / cites work: recursive Mean Adjustment for Unit Root Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recursive mean adjustment and tests for nonstationarities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recursive mean adjustment for panel unit root tests / rank
 
Normal rank

Revision as of 21:23, 11 July 2024

scientific article
Language Label Description Also known as
English
An instrumental variable approach for panel unit root tests under cross-sectional dependence
scientific article

    Statements

    An instrumental variable approach for panel unit root tests under cross-sectional dependence (English)
    0 references
    0 references
    0 references
    2 May 2016
    0 references
    cross-sectional dependence
    0 references
    Gaussian asymptotics
    0 references
    instrumental variable estimation
    0 references
    unit root test
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references