Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost (Q5123624): Difference between revisions

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-Uwe Hassler
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+Uwe Hassler
@@ Property / author: Uwe Hassler / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1080/02664760903038398
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+W2055847395
@@ Property / OpenAlex ID: W2055847395 / rank @@
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@@ Property / cites work @@
+Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Q5475042
@@ Property / cites work: Q5475042 / rank @@
+Normal rank
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+Testing for stationarity in heterogeneous panel data
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+Testing for stationarity in heterogeneous panel data where the time dimension is finite
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+A Note on Combining Dependent Tests of Significance
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+The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
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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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+On the power of the KPSS test of stationarity against fractionally-integrated alternatives
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+On stationary tests in the presence of structural breaks
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+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+TESTS OF COMMON STOCHASTIC TRENDS
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+Multiple Time Series Regression with Integrated Processes
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Mean group tests for stationarity in heterogeneous panels
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@@ links / mardi / name / links / mardi / name @@
+Publication:5123624