Using panel data to increase the power of modified unit root tests in the presence of structural breaks (Q2490979): Difference between revisions

@@ Property / cites work @@
+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
+Normal rank
@@ Property / cites work @@
+Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
+Normal rank
@@ Property / cites work @@
+Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment.
+Normal rank
@@ Property / cites work @@
+Finite-sample properties of modified unit root tests in the presence of structural change.
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+recursive Mean Adjustment for Unit Root Tests
@@ Property / cites work: recursive Mean Adjustment for Unit Root Tests / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Regression Limit Theory for Nonstationary Panel Data
+Normal rank
@@ Property / cites work @@
+Unit root tests in panel data: asymptotic and finite-sample properties
+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