Taking a new contour: a novel approach to panel unit root tests (Q527966): Difference between revisions

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+W1992967371
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+Q5475042
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+Bootstrapping unstable first-order autoregressive processes
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+Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter
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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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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
@@ Property / cites work: ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS / rank @@
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+Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies
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+Econometric Theory and Practice
@@ Property / cites work: Econometric Theory and Practice / rank @@
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+Q3911791
@@ Property / cites work: Q3911791 / rank @@
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+Testing for unit roots in heterogeneous panels.
@@ Property / cites work: Testing for unit roots in heterogeneous panels. / rank @@
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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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+Bootstrap Unit Root Tests
@@ Property / cites work: Bootstrap Unit Root Tests / rank @@
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Nonstationary panel data analysis: an overview of some recent developments
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+Nonlinear instrumental variable estimation of an autoregression.
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Q4303982
@@ Property / cites work: Q4303982 / rank @@
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+CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS  TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
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+An invariant sign test for random walks based on recursive median adjustment
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+Recursive mean adjustment in time-series inferences
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+A Gaussian approach for continuous time models of the short-term interest rate
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