Asymptotic normal tests for integration in panels with cross-dependent units
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Publication:2006894
DOI10.1007/s10182-011-0153-6zbMath1477.62244OpenAlexW2057048134MaRDI QIDQ2006894
Matei Demetrescu, Adina I. Tarcolea, Uwe Hassler
Publication date: 12 October 2020
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-011-0153-6
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)
Related Items (5)
Estimation of fractionally integrated panels with fixed effects and cross-section dependence ⋮ Inference on trending panel data ⋮ ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS ⋮ Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects ⋮ Efficient inference on fractionally integrated panel data models with fixed effects
Uses Software
Cites Work
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