Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709): Difference between revisions

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+Formulation and estimation of dynamic models using panel data
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Q3794956
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+Q5663204
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Q4124141
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+Estimating Vector Autoregressions with Panel Data
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+Q3747597
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+Testing for unit roots in heterogeneous panels.
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Time Series Regression with a Unit Root
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Testing for a unit root in time series regression
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+Exploiting cross-section variation for unit root inference in dynamic data
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+Testing for unit roots in autoregressive-moving average models of unknown order
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