A robust sign test for panel unit roots under cross sectional dependence (Q961277): Difference between revisions

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+Inferential Theory for Factor Models of Large Dimensions
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+Q5475042
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+Testing panel data regression models with spatial error correlation.
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+Nonlinear IV unit root tests in panels with cross-sectional dependency.
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+Bootstrap unit root tests in panels with cross-sectional dependency
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+Q4114551
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+Inference for unit roots in dynamic panels where the time dimension is fixed
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+Testing for unit roots in heterogeneous panels.
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+Testing for a unit root in panels with dynamic factors
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Distribution theory for unit root tests with conditional heteroskedasticity
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+An instrumental variable approach for panel unit root tests under cross-sectional dependence
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+A sign test for unit roots in a seasonal MTAR model
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+UNIT ROOT TESTS BASED ON ADAPTIVE MAXIMUM LIKELIHOOD ESTIMATION
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+New tests for unit roots in autoregressive processes with possibly infinite variance errors
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+recursive Mean Adjustment for Unit Root Tests
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+An invariant sign test for random walks based on recursive median adjustment
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