Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks (Q991161): Difference between revisions

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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Breaking the panels: An application to the GDP per capita
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+Testing for stationarity in heterogeneous panel data
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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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+Q4344418
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+Do shocks to G7 stock prices have a permanent effect? Evidence from panel unit root tests with structural change
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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