Pages that link to "Item:Q1858972"

The following pages link to Nonlinear IV unit root tests in panels with cross-sectional dependency. (Q1858972):

Displaying 45 items.

• An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051) (← links)
• Panel cointegration with global stochastic trends (Q302100) (← links)
• Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
• Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
• Editorial. Annals Journal of Econometrics: Nonlinear and nonparametric methods in econometrics (Q530964) (← links)
• A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← links)
• The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
• Residual based tests for cointegration in dependent panels (Q738179) (← links)
• Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497) (← links)
• Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) (← links)
• A robust sign test for panel unit roots under cross sectional dependence (Q961277) (← links)
• Optimal tests against the alternative hypothesis of panel unit roots (Q961422) (← links)
• A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049) (← links)
• Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
• A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
• Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
• Recursive demeaning and deterministic seasonality (Q1779676) (← links)
• Performance of nonlinear instrumental variable unit root tests using recursive detrending methods (Q1925888) (← links)
• Robust tests for unit roots in heterogeneous panels (Q1927523) (← links)
• Recursive mean adjustment for panel unit root tests (Q1927573) (← links)
• Tests for asymmetry in possibly nonstationary dynamic panel models (Q1929071) (← links)
• Properties of recursive trend-adjusted unit root tests (Q1929125) (← links)
• Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
• Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
• A new score test for unit roots in heterogeneous panels -- residual likelihood approach (Q2270341) (← links)
• The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
• Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← 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)
• Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures (Q2442394) (← links)
• Robust panel unit root tests for cross-sectionally dependent multiple time series (Q2445736) (← links)
• Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
• NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
• Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← 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)
• IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846) (← links)
• Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524) (← links)
• Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506) (← links)
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758) (← links)
• Panel unit root tests under cross‐sectional dependence (Q5438541) (← links)
• Mean group tests for stationarity in heterogeneous panels (Q5469922) (← links)
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)