Pages that link to "Item:Q1327875"

The following pages link to Exploiting cross-section variation for unit root inference in dynamic data (Q1327875):

Displaying 39 items.

• An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051) (← links)
• Incidental trends and the power of panel unit root tests (Q289163) (← links)
• On the bias of the OLS estimator in a nonstationary dynamic panel data model (Q449923) (← links)
• Panel unit root tests and real exchange rates (Q672760) (← links)
• The accuracy of normal approximation in a heterogeneous panel data unit root test (Q946270) (← links)
• Testing the stationarity of interest rates using a SUR approach (Q1275111) (← links)
• Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463) (← links)
• Spurious regression and residual-based tests for cointegration in panel data (Q1305656) (← links)
• Testing for unit roots in panel data using a GMM approach (Q1381198) (← links)
• Testing for unit roots in heterogeneous panels. (Q1810678) (← links)
• Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709) (← 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)
• Tests for asymmetry in possibly nonstationary dynamic panel models (Q1929071) (← links)
• Unit root tests for cross-sectionally dependent seasonal panels (Q1929474) (← links)
• Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
• On the power and interpretation of panel unit root tests (Q1978517) (← links)
• A new score test for unit roots in heterogeneous panels -- residual likelihood approach (Q2270341) (← links)
• Asymptotic theory for heterogeneous dynamic pseudo-panels (Q2439059) (← links)
• Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration (Q2658749) (← links)
• Reprint of: Testing for unit roots in heterogeneous panels (Q2697964) (← links)
• Reflections on ``Testing for unit roots in heterogeneous panels'' (Q2697970) (← links)
• PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← 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)
• Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects (Q3499430) (← links)
• TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION (Q3576891) (← links)
• A residual-based test of the null of cointegration in panel data (Q4385001) (← links)
• Nonstationary panel data analysis: an overview of some recent developments (Q4512504) (← links)
• PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
• Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study (Q4935521) (← links)
• Lessons from a Decade of IPS and LLC (Q5080584) (← links)
• Investigating Economic Factors Affecting Air Pollution in Developing and Developed Countries; A Spatial Regime Model Approach (Q5095379) (← links)
• Tests for seasonal unit roots in panels of cross-sectionally correlated time series (Q5400784) (← 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)
• Cross sectional and panel estimation of convergence. (Q5940802) (← links)