Pages that link to "Item:Q5706718"
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The following pages link to Testing for stationarity in heterogeneous panel data where the time dimension is finite (Q5706718):
Displaying 11 items.
- A simple test for nonstationarity in mixed panels: a further investigation (Q254914) (← links)
- A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709) (← links)
- The accuracy of normal approximation in a heterogeneous panel data unit root test (Q946270) (← links)
- Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
- TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION (Q3576891) (← links)
- PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION (Q3576893) (← links)
- Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost (Q5123624) (← links)
- Likelihood ratio tests for a unit root in panels with random effects (Q5283165) (← links)
- The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758) (← links)
- Unit Root Inference in Generally Trending and Cross-Correlated Fixed-<i>T</i> Panels (Q6623198) (← links)
