Pages that link to "Item:Q1810678"
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The following pages link to Testing for unit roots in heterogeneous panels. (Q1810678):
Displayed 50 items.
- CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
- Nonlinear IV unit root tests in panels with cross-sectional dependency. (Q1858972) (← links)
- Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709) (← links)
- Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (Q1867729) (← links)
- Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
- Shortfalls of panel unit root testing (Q1927399) (← links)
- Robust tests for unit roots in heterogeneous panels (Q1927523) (← links)
- Recursive mean adjustment for panel unit root tests (Q1927573) (← links)
- Estimating convergence for Asian economies using dynamic random variable models (Q1927738) (← links)
- Testing for seasonal unit roots in heterogeneous panels (Q1927742) (← links)
- The PPP debate: price matters! (Q1927888) (← links)
- The stationarity of consumption-income ratios: evidence from minimum LM unit root testing (Q1928657) (← links)
- Tests for asymmetry in possibly nonstationary dynamic panel models (Q1929071) (← links)
- The informational value of unemployment statistics: a note on the time series properties of participation rates (Q1929437) (← links)
- Unit root tests for cross-sectionally dependent seasonal panels (Q1929474) (← links)
- Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence (Q1934170) (← links)
- Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
- Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
- Is the consumption-income ratio stationary? Evidence from panel unit root tests (Q1960578) (← links)
- On the power and interpretation of panel unit root tests (Q1978517) (← links)
- Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Real exchange rate misalignments in the euro area (Q2046998) (← links)
- A panel data analysis of uncovered interest parity and time-varying risk premium (Q2047027) (← links)
- Confronting collinearity in environmental regression models: evidence from world data (Q2062339) (← links)
- Quantile unit root inference for panel data with common shocks (Q2083566) (← links)
- Going viral: a gravity model of infectious diseases and tourism flows (Q2121150) (← links)
- A non-parametric decomposition of the environmental performance-income relationship: evidence from a non-linear model (Q2150885) (← links)
- A new score test for unit roots in heterogeneous panels -- residual likelihood approach (Q2270341) (← links)
- Trends in distributional characteristics: existence of global warming (Q2280607) (← links)
- Labour market adjustments to exchange rate fluctuations: evidence from Canadian manufacturing industries (Q2316834) (← links)
- PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks (Q2316919) (← links)
- Examining the impact on mortality arising from climate change: important findings for the insurance industry (Q2323653) (← links)
- The long-run relationship between public consumption and output in developing countries: evidence from panel data (Q2328527) (← links)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
- Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
- Currency crises and output dynamics (Q2416111) (← links)
- The endogeneity of exchange rate pass-through: some European evidence (Q2416152) (← links)
- Do Islamic and conventional banks really differ? A panel data statistical analysis (Q2416188) (← links)
- Analyzing heterogeneous stock price comovements through hybrid approaches (Q2416207) (← links)
- Fiscal episodes and market power (Q2416246) (← links)
- Regulation, institutions and aggregate investment: new evidence from OECD countries (Q2416317) (← links)
- The Sun also rises: productivity convergence between Japan and the USA (Q2432078) (← links)
- Uncertainty, flexible exchange rates, and agglomeration (Q2432090) (← links)
- Panel data unit roots tests: the role of serial correlation and the time dimension (Q2433829) (← links)
- Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060) (← links)
- Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
- Robust panel unit root tests for cross-sectionally dependent multiple time series (Q2445736) (← links)
- Using panel data to increase the power of modified unit root tests in the presence of structural breaks (Q2490979) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)