Pages that link to "Item:Q1298463"

The following pages link to Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463):

Displaying 36 items.

• A simple test for nonstationarity in mixed panels: a further investigation (Q254914) (← links)
• Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496) (← links)
• Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
• Testing economic convergence in non-stationary panel (Q518889) (← links)
• A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← links)
• Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
• A fixed-\(T\) version of Breitung's panel data unit root test (Q741322) (← links)
• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• A robust sign test for panel unit roots under cross sectional dependence (Q961277) (← links)
• Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks (Q991161) (← links)
• Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463) (← links)
• Testing for unit roots in panel data using a GMM approach (Q1381198) (← links)
• Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
• Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance (Q1666883) (← links)
• The impact of government size on economic growth: a threshold analysis (Q1668035) (← links)
• Mean-reverting behavior of current account in Asian countries (Q1927844) (← links)
• Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
• Panel data unit roots tests: the role of serial correlation and the time dimension (Q2433829) (← links)
• Local Power of Fixed-<i>T</i>  Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends (Q2789390) (← links)
• Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
• Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends (Q3157839) (← links)
• A Panel Unit Root Test with Good Power in Small Samples (Q3183722) (← links)
• ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
• On modeling panels of time series (Q3429859) (← links)
• Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests (Q3563652) (← links)
• PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION (Q3576893) (← links)
• Testing for spurious regression in a panel data model with the individual number and time length growing (Q3592616) (← links)
• TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE (Q3632373) (← links)
• Unit root test for short panels with serially correlated errors (Q4976264) (← links)
• Lessons from a Decade of IPS and LLC (Q5080584) (← links)
• A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? (Q5127060) (← links)
• Likelihood ratio tests for a unit root in panels with random effects (Q5283165) (← links)
• GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA (Q5411520) (← links)
• Testing for stationarity in heterogeneous panel data where the time dimension is finite (Q5706718) (← links)
• Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)
• A Monte Carlo study on the size and power of panel unit root tests (Q6202353) (← links)