Residual based tests for cointegration in dependent panels (Q738179): Difference between revisions

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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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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+Nonlinear econometric models with cointegrated and deterministically trending regressors
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+Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Cross-sectional correlation robust tests for panel cointegration
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+Spurious regression and residual-based tests for cointegration in panel data
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+On limit processes for a class of additive functional of recurrent diffusion processes
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+A residual-based test of the null of cointegration in panel data
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+Canonical Cointegrating Regressions
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Nonstationary panel data analysis: an overview of some recent developments
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+New Simple Tests for Panel Cointegration
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