Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2010.11.010
@@ Property / DOI: 10.1016/j.jeconom.2010.11.010 / rank @@
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+August 2016Timestamp +2016-08-12T00:00:00Z
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@@ Property / publication date: 12 August 2016 / rank @@
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@@ Property / author @@
+Franz C. Palm
@@ Property / author: Franz C. Palm / rank @@
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@@ Property / author @@
+Stephan Smeekes
@@ Property / author: Stephan Smeekes / rank @@
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@@ Property / author @@
+Jean-Pierre Urbain
@@ Property / author: Jean-Pierre Urbain / rank @@
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@@ Property / title @@
+Cross-sectional dependence robust block bootstrap panel unit root tests (English)
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@@ Property / zbMATH Open document ID @@
+.62826
@@ Property / zbMATH Open document ID: 1441.62826 / rank @@
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@@ Property / full work available at URL @@
+https://cris.maastrichtuniversity.nl/en/publications/bed62ce6-884d-4ed9-acd7-ddcbf37bb063
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@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G09
@@ Property / Mathematics Subject Classification ID: 62G09 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M07
@@ Property / Mathematics Subject Classification ID: 62M07 / rank @@
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@@ Property / zbMATH DE Number @@
+6616567
@@ Property / zbMATH DE Number: 6616567 / rank @@
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@@ Property / zbMATH Keywords @@
+block bootstrap
@@ Property / zbMATH Keywords: block bootstrap / rank @@
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@@ Property / zbMATH Keywords @@
+panel unit root test
@@ Property / zbMATH Keywords: panel unit root test / rank @@
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@@ Property / zbMATH Keywords @@
+cross-sectional dependence
@@ Property / zbMATH Keywords: cross-sectional dependence / rank @@
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@@ Property / Wikidata QID @@
+Q59107885
@@ Property / Wikidata QID: Q59107885 / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2166911879
@@ Property / OpenAlex ID: W2166911879 / rank @@
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@@ Property / cites work @@
+Q5475042
@@ Property / cites work: Q5475042 / rank @@
+Normal rank
@@ Property / cites work @@
+PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION
+Normal rank
@@ Property / cites work @@
+TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
+Normal rank
@@ Property / cites work @@
+Block length selection in the bootstrap for time series
+Normal rank
@@ Property / cites work @@
+Bootstrap unit root tests in panels with cross-sectional dependency
+Normal rank
@@ Property / cites work @@
+Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies
+Normal rank
@@ Property / cites work @@
+Weak and strong cross‐section dependence and estimation of large panels
+Normal rank
@@ Property / cites work @@
+Q5229999
@@ Property / cites work: Q5229999 / rank @@
+Normal rank
@@ Property / cites work @@
+Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
+Normal rank
@@ Property / cites work @@
+A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
+Normal rank
@@ Property / cites work @@
+On blocking rules for the bootstrap with dependent data
+Normal rank
@@ Property / cites work @@
+Bootstrap Methods for Time Series
@@ Property / cites work: Bootstrap Methods for Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
+Normal rank
@@ Property / cites work @@
+Empirically relevant critical values for hypothesis tests: A bootstrap approach
+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 @@
+A bootstrap procedure for panel data sets with many cross-sectional units
+Normal rank
@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
+Normal rank
@@ Property / cites work @@
+Resampling methods for dependent data
@@ Property / cites work: Resampling methods for dependent data / rank @@
+Normal rank
@@ Property / cites work @@
+A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
+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 @@
+Incidental trends and the power of panel unit root tests
+Normal rank
@@ Property / cites work @@
+Residual-Based Block Bootstrap for Unit Root Testing
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@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+Subsampling
@@ Property / cites work: Subsampling / rank @@
+Normal rank
@@ Property / cites work @@
+Automatic Block-Length Selection for the Dependent Bootstrap
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@@ Property / DOI @@
+.1016/J.JECONOM.2010.11.010
@@ Property / DOI: 10.1016/J.JECONOM.2010.11.010 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:102088