Pages that link to "Item:Q3157839"

The following pages link to Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends (Q3157839):

Displaying 5 items.

• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
• Local Power of Fixed-<i>T</i>  Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends (Q2789390) (← links)
• Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
• Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)