Pages that link to "Item:Q289163"

The following pages link to Incidental trends and the power of panel unit root tests (Q289163):

Displaying 36 items.

• Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
• A simple test for nonstationarity in mixed panels: a further investigation (Q254914) (← links)
• An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051) (← links)
• Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
• Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
• A fixed-\(T\) version of Breitung's panel data unit root test (Q741322) (← links)
• The power envelope of panel unit root tests in case stationary alternatives offset explosive ones (Q893440) (← 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)
• Inference on trending panel data (Q1792445) (← links)
• CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← 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)
• A simple test for nonstationarity in mixed panels with incidental trends (Q2345138) (← links)
• New tools for understanding the local asymptotic power of panel unit root tests (Q2354858) (← 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)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• Local Power of Fixed-<i>T</i>  Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends (Q2789390) (← links)
• PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
• Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects (Q3499430) (← links)
• Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests (Q3563652) (← links)
• PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
• Lessons from a Decade of IPS and LLC (Q5080584) (← links)
• The factor analytical approach in trending near unit root panels (Q5095296) (← links)
• Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends (Q5111783) (← links)
• LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS (Q5187630) (← links)
• ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS (Q5221308) (← links)
• COMPUTING LIMITING LOCAL POWERS AND POWER ENVELOPES OF PANEL MA UNIT ROOT TESTS AND STATIONARITY TESTS (Q5243486) (← links)
• ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES (Q5255873) (← links)
• Likelihood ratio tests for a unit root in panels with random effects (Q5283165) (← links)
• Pooled Panel Unit Root Tests and the Effect of Past Initialization (Q5864362) (← links)
• The Local Power of the CADF and CIPS Panel Unit Root Tests (Q5864376) (← links)
• Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)