Nonparametric panel stationarity testing with an application to crude oil production
From MaRDI portal
Publication:5085681
Cites work
- A stagewise rejective multiple test procedure based on a modified Bonferroni test
- A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
- An improved Bonferroni procedure for multiple tests of significance
- An intersection test for panel unit roots
- Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models
- Breaking the panels: An application to the GDP per capita
- Nonparametric pseudo-Lagrange multiplier stationarity testing
- Nonstationary-volatility robust panel unit root tests and the great moderation
- Stationarity testing under nonlinear models. Some asymptotic results
- Testing for stationarity in heterogeneous panel data
- Testing for stationarity with a break
- Testing for the presence of a random walk in series with structural breaks
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- The Econometric Modelling of Financial Time Series
- Unit roots and double smooth transitions
Cited in
(1)
This page was built for publication: Nonparametric panel stationarity testing with an application to crude oil production
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5085681)
