Pages that link to "Item:Q2440389"
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The following pages link to Panel unit root tests in the presence of a multifactor error structure (Q2440389):
Displayed 13 items.
- The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors (Q284178) (← links)
- On the role of the rank condition in CCE estimation of factor-augmented panel regressions (Q506045) (← links)
- CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
- Real exchange rates and the balance of trade: does the J-curve effect really hold? (Q2002442) (← links)
- Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
- The power of PANIC (Q2343823) (← links)
- Unit root tests for cross-sectionally dependent panels: the influence of observed factors (Q2344381) (← links)
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
- Improved index insurance design and yield estimation using a dynamic factor forecasting approach (Q2657001) (← links)
- The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
- Likelihood ratio tests for a unit root in panels with random effects (Q5283165) (← links)
- Testing for Panel Cointegration Using Common Correlated Effects Estimators (Q5283413) (← links)
- Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)