Pages that link to "Item:Q3615066"

The following pages link to Testing for stationarity in heterogeneous panel data in the presence of cross-section dependence (Q3615066):

Displaying 2 items.

• A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
• PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks (Q2316919) (← links)