Unit root tests for panel data with AR(1) errors and small T (Q2896001): Difference between revisions

@@ Property / cites work @@
+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
+Normal rank
@@ Property / cites work @@
+Q2740899
@@ Property / cites work: Q2740899 / rank @@
+Normal rank
@@ Property / cites work @@
+ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
+Normal rank
@@ Property / cites work @@
+Initial conditions and moment restrictions in dynamic panel data models
+Normal rank
@@ Property / cites work @@
+Bias-corrected estimation in dynamic panel data models with heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Panel data unit roots tests: the role of serial correlation and the time dimension
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Testing for stationarity in heterogeneous panel data where the time dimension is finite
+Normal rank
@@ Property / cites work @@
+Inference for unit roots in dynamic panels where the time dimension is fixed
+Normal rank
@@ Property / cites work @@
+Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends
+Normal rank
@@ Property / cites work @@
+The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in heterogeneous panels.
@@ Property / cites work: Testing for unit roots in heterogeneous panels. / rank @@
+Normal rank
@@ Property / cites work @@
+On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
+Normal rank
@@ Property / cites work @@
+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?
+Normal rank
@@ Property / cites work @@
+Unit root tests in panel data: asymptotic and finite-sample properties
+Normal rank
@@ Property / cites work @@
+Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests
+Normal rank
@@ Property / cites work @@
+Biases in Dynamic Models with Fixed Effects
@@ Property / cites work: Biases in Dynamic Models with Fixed Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Nonstationary panel data analysis: an overview of some recent developments
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
+Normal rank
@@ Property / cites work @@
+Exploiting cross-section variation for unit root inference in dynamic data
+Normal rank
@@ Property / cites work @@
+A test of cross section dependence for a linear dynamic panel model with regressors
+Normal rank