Pages that link to "Item:Q4385001"

The following pages link to A residual-based test of the null of cointegration in panel data (Q4385001):

Displaying 18 items.

• Residual based tests for cointegration in dependent panels (Q738179) (← links)
• Spurious regression and residual-based tests for cointegration in panel data (Q1305656) (← links)
• The long-run relationship between productivity and capital (Q1583285) (← links)
• Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates (Q1628351) (← links)
• Reducing the size distortions of the panel LM test for cointegration (Q1929061) (← links)
• A panel bootstrap cointegration test (Q1934171) (← links)
• Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
• Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060) (← links)
• Micro versus macro cointegration in heterogeneous panels (Q2630160) (← links)
• Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
• The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
• The Estimation and Inference of a Panel Cointegration Model with a Time Trend (Q3593542) (← links)
• A Meta Analytic Approach to Testing for Panel Cointegration (Q3625368) (← links)
• Nonstationary panel data analysis: an overview of some recent developments (Q4512504) (← links)
• Panel Data Analysis (Q5049447) (← links)
• INSURANCE AND REAL OUTPUT: THE KEY ROLE OF BANKING ACTIVITIES (Q5325981) (← links)
• New Simple Tests for Panel Cointegration (Q5697354) (← links)
• FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis (Q6076811) (← links)