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):

Displayed 11 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)
• Likelihood ratio tests for a unit root in panels with random effects (Q5283165) ‎ (← links)