Pages that link to "Item:Q5176846"
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The following pages link to IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846):
Displayed 3 items.
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)