Pages that link to "Item:Q527968"
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The following pages link to Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel (Q527968):
Displaying 7 items.
- Performance of unit root tests in unbalanced panels: experimental evidence (Q1621245) (← links)
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- Identifying stationary series in panels: a Monte Carlo evaluation of sequential panel selection methods (Q1667980) (← links)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
- Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506) (← links)
- Robust block bootstrap panel predictability tests (Q5860960) (← links)
- On the Use of GLS Demeaning in Panel Unit Root Testing (Q6623183) (← links)
