Panel cointegration with global stochastic trends (Q302100): Difference between revisions

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+Cross-Section Regression with Common Shocks
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+Estimating cross-section common stochastic trends in nonstationary panel data
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+Panel cointegration with global stochastic trends
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+Determining the Number of Factors in Approximate Factor Models
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+Q5475042
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+Q2740899
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+TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
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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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+Econometric Theory and Practice
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
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+Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
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+Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
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+Spurious regression and residual-based tests for cointegration in panel data
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+Testing for a unit root in panels with dynamic factors
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+ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Estimating long-run relationships from dynamic heterogeneous panels
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+Testing slope homogeneity in large panels
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+Fully Modified Least Squares and Vector Autoregression
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+Multiple Time Series Regression with Integrated Processes
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Forecasting Using Principal Components From a Large Number of Predictors
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