Testing for stationarity in heterogeneous panel data where the time dimension is finite (Q5706718): Difference between revisions

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+Q4001813
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+Testing for stationarity in heterogeneous panel data
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+The accuracy of the higher order bias approximation for the 2SLS estimator
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+Inference for unit roots in dynamic panels where the time dimension is fixed
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+Spurious regression and residual-based tests for cointegration in panel data
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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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+Likelihood‐based cointegration tests in heterogeneous panels
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Exploiting cross-section variation for unit root inference in dynamic data
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