Testing for Panel Unit Roots under General Cross-sectional Dependence (Q2816711): Difference between revisions

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+Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model.
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+Testing autocorrelation in a system perspective testing autocorrelation
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+Comparison of powers of a class of tests for multivariate linear hypothesis and independence
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+Testing for Multivariate Autocorrelation
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+Testing for multivariate heteroscedasticity
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+Testing for unit roots in heterogeneous panels.
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+Pooling multivariate data under W, LR and LM tests
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+TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS
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+Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+Testing for a unit root in panels with dynamic factors
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+Unbiasedness of invariant tests for MANOVA and other multivariate problems
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Some New Test Criteria in Multivariate Analysis
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+Linear Statistical Inference and its Applications
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+Testing for unit roots in autoregressive-moving average models of unknown order
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