TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE (Q3632373): Difference between revisions

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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Testing for a unit root in panels with dynamic factors
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+Testing for unit roots in heterogeneous panels.
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+Inference for unit roots in dynamic panels where the time dimension is fixed
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+Bootstrap unit root tests in panels with cross-sectional dependency
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+Testing For Unit Roots: 1
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+Nonlinear IV unit root tests in panels with cross-sectional dependency.
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+Panel unit root tests under cross‐sectional dependence
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+Q5475042
@@ Property / cites work: Q5475042 / rank @@
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+Determining the Number of Factors in Approximate Factor Models
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+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+https://doi.org/10.1017/s0266466608080067
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+W2040869098
@@ Property / OpenAlex ID: W2040869098 / rank @@
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