Pages that link to "Item:Q278051"
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The following pages link to An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051):
Displaying 14 items.
- Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497) (← 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)
- 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)
- Unit root tests for cross-sectionally dependent seasonal panels (Q1929474) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
- Robust panel unit root tests for cross-sectionally dependent multiple time series (Q2445736) (← links)
- Tests for seasonal unit roots in panels of cross-sectionally correlated time series (Q5400784) (← links)
- Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)
- Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
- Huber estimation for the network autoregressive model (Q6084752) (← links)
