Testing for unit roots in short panels allowing for a structural break (Q1623539): Difference between revisions

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-.1016/j.csda.2012.10.014
@@ Property / DOI: 10.1016/j.csda.2012.10.014 / rank @@
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Panel Data Econometrics
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+Common breaks in means and variances for panel data
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+Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
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+Q4851746
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+Bootstrapping unstable first-order autoregressive processes
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+Microeconometrics
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+Breaking the panels: An application to the GDP per capita
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+Model specification in panel data unit root tests with an unknown break
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+A Sieve Bootstrap For The Test Of A Unit Root
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+Unit root tests for panel data with AR(1) errors and small T
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+The empirics of growth and convergence:
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+Panel data unit roots tests: the role of serial correlation and the time dimension
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+Detection of structural breaks in linear dynamic panel data models
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+Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
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+Q5309204
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+GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
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+Inference for unit roots in dynamic panels where the time dimension is fixed
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+Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends
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+The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
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+Handbook of econometrics. Vol. 5
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+Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
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+Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests
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+When does bootstrap work! Asymptotic results and simulations
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+A Contribution to the Empirics of Economic Growth
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+Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
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+Biases in Dynamic Models with Fixed Effects
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+Bootstrap Unit Root Tests
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Further evidence on breaking trend functions in macroeconomic variables
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+Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
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@@ Property / DOI @@
+.1016/J.CSDA.2012.10.014
@@ Property / DOI: 10.1016/J.CSDA.2012.10.014 / rank @@
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