Pages that link to "Item:Q2439090"
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The following pages link to Testing for a unit root in panels with dynamic factors (Q2439090):
Displaying 50 items.
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051) (← links)
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496) (← links)
- Incidental trends and the power of panel unit root tests (Q289163) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- Estimation of fractionally integrated panels with fixed effects and cross-section dependence (Q503560) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- Testing economic convergence in non-stationary panel (Q518889) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel (Q527968) (← links)
- A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← links)
- Panel unit root tests by combining dependent \(P\) values: a comparative study (Q642446) (← links)
- The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
- A spatio-temporal model of house prices in the USA (Q736568) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497) (← links)
- Estimation of dynamic mixed double factors model in high-dimensional panel data (Q781313) (← links)
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
- Unobserved heterogeneity in panel time series models (Q959319) (← 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)
- Sampling at different frequencies, and the power of panel unit root tests (Q1038092) (← 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)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- A simple nonstationary-volatility robust panel unit root test (Q1925842) (← links)
- Recursive mean adjustment for panel unit root tests (Q1927573) (← links)
- Comparison of panel unit root tests under cross sectional dependence (Q1928647) (← links)
- Tests for asymmetry in possibly nonstationary dynamic panel models (Q1929071) (← links)
- Unit root tests for cross-sectionally dependent seasonal panels (Q1929474) (← links)
- Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Testing slope homogeneity in panel data models with a multifactor error structure (Q2175649) (← links)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
- The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
- The power of PANIC (Q2343823) (← links)
- Unit root tests for cross-sectionally dependent panels: the influence of observed factors (Q2344381) (← 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)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← 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)
- The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
- Are US real house prices stationary? New evidence from univariate and panel data (Q2691638) (← links)
- Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and Granger causality tests (Q2691756) (← 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)
