Pages that link to "Item:Q5438541"
From MaRDI portal
The following pages link to Panel unit root tests under cross‐sectional dependence (Q5438541):
Displayed 23 items.
- A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← links)
- The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
- Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
- 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)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- A simple nonstationary-volatility robust panel unit root test (Q1925842) (← links)
- Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Disentangling the source of non-stationarity in a panel of seasonal data (Q2699592) (← links)
- A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
- A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
- Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
- TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE (Q3632373) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- An Intersection Test for Panel Unit Roots (Q5080544) (← links)
- Lessons from a Decade of IPS and LLC (Q5080584) (← links)
- Intersection tests for the cointegrating rank in dependent panel data (Q5088013) (← links)
- Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524) (← links)
- ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES (Q5255873) (← links)
- The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758) (← links)
- Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)
- Forward detrending for heteroskedasticity-robust panel unit root testing (Q6134145) (← links)