Pages that link to "Item:Q3557574"

The following pages link to Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (Q3557574):

Displaying 14 items.

• Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
• The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors (Q284178) (← links)
• Panel cointegration with global stochastic trends (Q302100) (← links)
• Testing economic convergence in non-stationary panel (Q518889) (← links)
• Panel stationary tests against changes in persistence (Q2010784) (← links)
• The power of PANIC (Q2343823) (← 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)
• A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
• Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
• An Intersection Test for Panel Unit Roots (Q5080544) (← links)
• Likelihood ratio tests for a unit root in panels with random effects (Q5283165) (← links)
• Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)
• The Local Power of the CADF and CIPS Panel Unit Root Tests (Q5864376) (← links)