Pages that link to "Item:Q1867709"

The following pages link to Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709):

Displaying 50 items.

• Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
• Incidental trends and the power of panel unit root tests (Q289163) (← links)
• Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
• The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299) (← links)
• Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression (Q356766) (← links)
• The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
• Testing economic convergence in non-stationary panel (Q518889) (← links)
• Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
• A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← links)
• Fractional integration and the volatility of UK interest rates (Q694912) (← links)
• The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
• Cointegration in a historical perspective (Q736567) (← links)
• A spatio-temporal model of house prices in the USA (Q736568) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• The accuracy of normal approximation in a heterogeneous panel data unit root test (Q946270) (← links)
• A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049) (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
• Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
• Performance of unit root tests in unbalanced panels: experimental evidence (Q1621245) (← links)
• Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
• Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
• Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates (Q1628351) (← links)
• How does the sensitivity of consumption to income vary over time? International evidence (Q1656435) (← links)
• Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance (Q1666883) (← links)
• A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
• Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
• Integration, productivity and technological spillovers: evidence for eurozone banking industries (Q1752152) (← links)
• CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
• Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
• Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
• 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)