Bootstrap innovational outlier unit root tests in dependent panels (Q2440451): Difference between revisions
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Property / cites work: Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data / rank | |||
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Property / cites work: Q2740899 / rank | |||
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Property / cites work: Bootstrapping unstable first-order autoregressive processes / rank | |||
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Property / cites work: An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks / rank | |||
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Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank | |||
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Property / cites work: New innovational outlier unit root test with a break at an unknown time / rank | |||
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Latest revision as of 12:20, 7 July 2024
scientific article
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English | Bootstrap innovational outlier unit root tests in dependent panels |
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Bootstrap innovational outlier unit root tests in dependent panels (English)
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18 March 2014
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nonstationary panel data
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structural break
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innovational outlier model
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bootstrap
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