Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894): Difference between revisions

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-.1007/s10182-011-0153-6
@@ Property / DOI: 10.1007/s10182-011-0153-6 / rank @@
-Normal rank
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+LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE
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+Q5475042
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+Normal rank
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+Q2740899
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+Normal rank
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+Panel unit root tests under cross‐sectional dependence
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+Inference on the cointegration rank in fractionally integrated processes.
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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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+LONG MEMORY TESTING IN THE TIME DOMAIN
@@ Property / cites work: LONG MEMORY TESTING IN THE TIME DOMAIN / rank @@
+Normal rank
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+Bias correction for the regression-based LM fractional integration test
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+A Note on Combining Dependent Tests of Significance
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+A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
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+TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
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+On the power of unit root tests against fractional alternatives
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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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+HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT
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+Fractional integration and the augmented Dickey--Fuller test
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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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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
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+An instrumental variable approach for panel unit root tests under cross-sectional dependence
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
@@ Property / cites work: THE NONSTATIONARY FRACTIONAL UNIT ROOT / rank @@
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@@ Property / DOI @@
+.1007/S10182-011-0153-6
@@ Property / DOI: 10.1007/S10182-011-0153-6 / rank @@
+Normal rank