Bootstrap innovational outlier unit root tests in dependent panels (Q2440451): Difference between revisions

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-Mauro Costantini
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+Mauro Costantini
@@ Property / author: Mauro Costantini / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
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+W2144557516
@@ Property / OpenAlex ID: W2144557516 / rank @@
+Normal rank
@@ Property / cites work @@
+Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
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@@ Property / cites work @@
+Q2740899
@@ Property / cites work: Q2740899 / rank @@
+Normal rank
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+Bootstrapping unstable first-order autoregressive processes
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+An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+New innovational outlier unit root test with a break at an unknown time
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@@ links / mardi / name / links / mardi / name @@
+Publication:2440451