Cross-sectional correlation robust tests for panel cointegration (Q3184499): Difference between revisions

@@ Property / cites work @@
+Q5475042
@@ Property / cites work: Q5475042 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping unstable first-order autoregressive processes
+Normal rank
@@ Property / cites work @@
+Introduction to the Mathematical and Satistical Foundations of Econometrics
+Normal rank
@@ Property / cites work @@
+Panel unit root tests under cross‐sectional dependence
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap unit root tests in panels with cross-sectional dependency
+Normal rank
@@ Property / cites work @@
+A Sieve Bootstrap For The Test Of A Unit Root
@@ Property / cites work: A Sieve Bootstrap For The Test Of A Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping cointegrating regressions
@@ Property / cites work: Bootstrapping cointegrating regressions / rank @@
+Normal rank
@@ Property / cites work @@
+Improving the reliability of bootstrap tests with the fast double bootstrap
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Q3817423
@@ Property / cites work: Q3817423 / rank @@
+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 @@
+Empirically relevant critical values for hypothesis tests: A bootstrap approach
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Spurious regression and residual-based tests for cointegration in panel data
+Normal rank
@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
+Normal rank
@@ Property / cites work @@
+Dynamic Seemingly Unrelated Cointegrating Regressions
+Normal rank
@@ Property / cites work @@
+A residual-based test of the null of cointegration in panel data
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in panels with dynamic factors
+Normal rank
@@ Property / cites work @@
+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
+Normal rank
@@ Property / cites work @@
+PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Residual Based Tests for Cointegration
+Normal rank
@@ Property / cites work @@
+Bootstrapping unit root tests for integrated processes
+Normal rank
@@ Property / cites work @@
+New Simple Tests for Panel Cointegration
@@ Property / cites work: New Simple Tests for Panel Cointegration / rank @@
+Normal rank