Panel stationary tests against changes in persistence (Q2010784): Difference between revisions

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-.1007/s00362-016-0864-6
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Q5475042
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+Tests of stationarity against a change in persistence
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+Nonlinear IV panel unit root testing under structural breaks in the error variance
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+Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
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+Modified tests for a change in persistence
@@ Property / cites work: Modified tests for a change in persistence / rank @@
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+Detection of change in persistence of a linear time series
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Tests for a change in persistence against the null of difference‐stationarity
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+ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
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+A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS
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+Lessons from a Decade of IPS and LLC
@@ Property / cites work: Lessons from a Decade of IPS and LLC / rank @@
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+On the determination of the number of factors using information criteria with data-driven penalty
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+.1007/S00362-016-0864-6
@@ Property / DOI: 10.1007/S00362-016-0864-6 / rank @@
+Normal rank