A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977): Difference between revisions

@@ Property / author @@
-Peng Wang
@@ Property / author: Peng Wang / rank @@
-Normal rank
@@ Property / author @@
+Peng Wang
@@ Property / author: Peng Wang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M07
@@ Property / Mathematics Subject Classification ID: 62M07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6608390
@@ Property / zbMATH DE Number: 6608390 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+panel unit root test
@@ Property / zbMATH Keywords: panel unit root test / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+principal components
@@ Property / zbMATH Keywords: principal components / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonlinear instruments
@@ Property / zbMATH Keywords: nonlinear instruments / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cross-sectional dependence
@@ Property / zbMATH Keywords: cross-sectional dependence / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2009.10.034
+Normal rank
@@ Property / OpenAlex ID @@
+W1976131105
@@ Property / OpenAlex ID: W1976131105 / rank @@
+Normal rank
@@ Property / cites work @@
+Inferential Theory for Factor Models of Large Dimensions
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Q5475042
@@ Property / cites work: Q5475042 / rank @@
+Normal rank
@@ Property / cites work @@
+Panel unit root tests under cross‐sectional dependence
+Normal rank
@@ Property / cites work @@
+Nonlinear IV unit root tests in panels with cross-sectional dependency.
+Normal rank
@@ Property / cites work @@
+Nonlinear econometric models with cointegrated and deterministically trending regressors
+Normal rank
@@ Property / cites work @@
+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Inference for unit roots in dynamic panels where the time dimension is fixed
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in heterogeneous panels.
@@ Property / cites work: Testing for unit roots in heterogeneous panels. / rank @@
+Normal rank
@@ Property / cites work @@
+Unit root tests in panel data: asymptotic and finite-sample properties
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in panels with dynamic factors
+Normal rank
@@ Property / cites work @@
+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
+Normal rank
@@ Property / cites work @@
+Dynamic panel estimation and homogeneity testing under cross section dependence
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:530977