Pages that link to "Item:Q2439090"
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The following pages link to Testing for a unit root in panels with dynamic factors (Q2439090):
Displayed 40 items.
- Local Power of Fixed-<i>T</i> Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends (Q2789390) (← links)
- Testing for Panel Unit Roots under General Cross-sectional Dependence (Q2816711) (← links)
- A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
- PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
- A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
- Pairwise Tests of Purchasing Power Parity (Q3182770) (← links)
- A Panel Unit Root Test with Good Power in Small Samples (Q3183722) (← links)
- Double unit root tests for cross-sectionally dependent panel data (Q3183852) (← links)
- Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
- Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects (Q3499430) (← links)
- Panel vector autoregression under cross-sectional dependence (Q3521272) (← links)
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (Q3557574) (← links)
- PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
- TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE (Q3632373) (← links)
- ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS (Q4933582) (← links)
- Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach (Q5034258) (← links)
- Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
- An Intersection Test for Panel Unit Roots (Q5080544) (← links)
- Lessons from a Decade of IPS and LLC (Q5080584) (← links)
- The factor analytical approach in trending near unit root panels (Q5095296) (← links)
- Tests for random time effects and spatial error correlation in panel regression models (Q5169754) (← links)
- Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524) (← links)
- ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES (Q5255873) (← links)
- Likelihood ratio tests for a unit root in panels with random effects (Q5283165) (← links)
- The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758) (← links)
- EFFICIENT ESTIMATION OF FACTOR MODELS (Q5389953) (← links)
- Tests for seasonal unit roots in panels of cross-sectionally correlated time series (Q5400784) (← links)
- Panel unit root tests under cross‐sectional dependence (Q5438541) (← links)
- Mean group tests for stationarity in heterogeneous panels (Q5469922) (← links)
- Pooled Panel Unit Root Tests and the Effect of Past Initialization (Q5864362) (← links)
- Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)
- The Local Power of the CADF and CIPS Panel Unit Root Tests (Q5864376) (← links)
- Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)
- FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis (Q6076811) (← links)
- A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
- Forward detrending for heteroskedasticity-robust panel unit root testing (Q6134145) (← links)
- Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures<sup>†</sup> (Q6134149) (← links)
