Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709): Difference between revisions

@@ Property / author @@
-Andrew T. Levin
@@ Property / author: Andrew T. Levin / rank @@
-Normal rank
@@ Property / author @@
+Andrew T. Levin
@@ Property / author: Andrew T. Levin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Formulation and estimation of dynamic models using panel data
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Q3794956
@@ Property / cites work: Q3794956 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5663204
@@ Property / cites work: Q5663204 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
+Normal rank
@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating Vector Autoregressions with Panel Data
@@ Property / cites work: Estimating Vector Autoregressions with Panel Data / rank @@
+Normal rank
@@ Property / cites work @@
+Q3747597
@@ Property / cites work: Q3747597 / rank @@
+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 @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Regression Limit Theory for Nonstationary Panel Data
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Exploiting cross-section variation for unit root inference in dynamic data
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4076(01)00098-7
+Normal rank
@@ Property / OpenAlex ID @@
+W1978775682
@@ Property / OpenAlex ID: W1978775682 / rank @@
+Normal rank