Robust panel unit root tests for cross-sectionally dependent multiple time series (Q2445736): Difference between revisions

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+Q5475042
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+A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP
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+Nonlinear IV unit root tests in panels with cross-sectional dependency.
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+Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap
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+Robust Statistics
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+Robust Statistics
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+Testing for unit roots in heterogeneous panels.
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+Optimal tests against the alternative hypothesis of panel unit roots
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+Unit root tests in panel data: asymptotic and finite-sample properties
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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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+An instrumental variable approach for panel unit root tests under cross-sectional dependence
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+A robust sign test for panel unit roots under cross sectional dependence
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+UNIT ROOT TESTS BASED ON ADAPTIVE MAXIMUM LIKELIHOOD ESTIMATION
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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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+Q3998530
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