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):
Displaying 50 items.
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Learning and dropout in contests: an experimental approach (Q2021555) (← links)
- A panel data analysis of uncovered interest parity and time-varying risk premium (Q2047027) (← links)
- The effects of climate risks on economic activity in a panel of US states: the role of uncertainty (Q2127318) (← links)
- A non-parametric decomposition of the environmental performance-income relationship: evidence from a non-linear model (Q2150885) (← links)
- Trends in distributional characteristics: existence of global warming (Q2280607) (← 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)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
- The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
- New tools for understanding the local asymptotic power of panel unit root tests (Q2354858) (← links)
- Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
- The endogeneity of exchange rate pass-through: some European evidence (Q2416152) (← links)
- Economic fluctuations and fiscal policy in Europe: a political business cycles approach using panel data and clustering (1996--2013) (Q2416160) (← links)
- Exchange rate regimes and business cycles: an empirical investigation (Q2416165) (← links)
- Do Islamic and conventional banks really differ? A panel data statistical analysis (Q2416188) (← links)
- Inflation dynamics of franc-zone countries determinants, co-movements and spatial interactions (Q2416308) (← 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)
- Testing for a unit root in panels with dynamic factors (Q2439090) (← 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)
- International R\&D spillovers revisited (Q2574873) (← links)
- Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration (Q2658749) (← links)
- The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
- On stablecoin price processes and arbitrage (Q2670828) (← links)
- Are US real house prices stationary? New evidence from univariate and panel data (Q2691638) (← links)
- Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models (Q2691757) (← links)
- Local/import -- and foreign currency prices: inflation, uncertainty and pass through endogeneity (Q2691763) (← links)
- Forecasting the unemployment rate over districts with the use of distinct methods (Q2697073) (← links)
- A wavelet-based variance ratio unit root test for a system of equations (Q2697085) (← links)
- Reflections on ``Testing for unit roots in heterogeneous panels'' (Q2697970) (← links)
- Disentangling the source of non-stationarity in a panel of seasonal data (Q2699592) (← links)
- 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)
- PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
- MODELLING BANKS' LENDING BEHAVIOUR IN A CAPITAL-REGULATED FRAMEWORK (Q2895994) (← links)
- Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← 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)
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
- On modeling panels of time series (Q3429859) (← links)
- ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER (Q3434194) (← links)
- Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects (Q3499430) (← links)
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (Q3557574) (← links)
- Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests (Q3563652) (← links)
- PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
- Bayesian analysis of panel data using an MTAR model (Q3592037) (← links)