Pages that link to "Item:Q1867709"
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The following pages link to Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709):
Displayed 33 items.
- TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE (Q3632373) (← links)
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
- Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes (Q4928515) (← links)
- Unit root test for short panels with serially correlated errors (Q4976264) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- A Test of the validity of Crowding-out (or- in) hypothesis: A new examination of link between public borrowing and private investment in Emerging Europe (Q5021973) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- An Intersection Test for Panel Unit Roots (Q5080544) (← links)
- An Overview of Dependence in Cross-Section, Time-Series, and Panel Data (Q5080583) (← links)
- Lessons from a Decade of IPS and LLC (Q5080584) (← links)
- (Q5125161) (← links)
- A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? (Q5127060) (← links)
- (Q5157683) (← links)
- GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY (Q5187624) (← 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)
- Combining<i>p</i>-Values in Non-Stationary Panels (Q5265799) (← 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)
- INSURANCE AND REAL OUTPUT: THE KEY ROLE OF BANKING ACTIVITIES (Q5325981) (← links)
- PATH INTEGRAL METHOD FOR LIMITING DISTRIBUTION OF AN ESTIMATOR ARISING FROM AN AR(1)-PROCESS WITH A UNIT ROOT (Q5401579) (← links)
- Panel unit root tests under cross‐sectional dependence (Q5438541) (← links)
- A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (Q5466755) (← links)
- Mean group tests for stationarity in heterogeneous panels (Q5469922) (← links)
- Breaking the panels: An application to the GDP per capita (Q5703224) (← links)
- Testing for stationarity in heterogeneous panel data where the time dimension is finite (Q5706718) (← links)
- The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure (Q5745642) (← 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)
- A threshold model for the spread (Q6039123) (← links)
- The growth effect of trade openness on African countries: Evidence from using an instrumental variable panel smooth transition model (Q6076804) (← links)
- FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis (Q6076811) (← links)
- Forward detrending for heteroskedasticity-robust panel unit root testing (Q6134145) (← links)