Pages that link to "Item:Q1284588"

The following pages link to Recursive mean adjustment in time-series inferences (Q1284588):

Displaying 28 items.

• Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
• Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
• Panel unit root tests under cross section dependence with recursive mean adjustment (Q1046271) (← links)
• Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
• Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
• Improved GMM estimation of panel VAR models (Q1659117) (← links)
• Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
• Nonlinear IV unit root tests in panels with cross-sectional dependency. (Q1858972) (← links)
• Performance of nonlinear instrumental variable unit root tests using recursive detrending methods (Q1925888) (← links)
• Properties of recursive trend-adjusted unit root tests (Q1929125) (← links)
• New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136) (← links)
• Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
• Residual-augmented IVX predictive regression (Q2116346) (← links)
• Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures (Q2442394) (← links)
• A sign test for unit roots in a momentum threshold autoregressive process (Q2493864) (← links)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
• The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
• Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
• A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(<i>p</i>) MODELS WHEN BOTH<i>N</i>AND<i>T</i>ARE LARGE (Q3181953) (← links)
• Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment (Q3592657) (← links)
• FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS (Q4959133) (← links)
• Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
• Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators. (Q5941016) (← links)
• An invariant sign test for random walks based on recursive median adjustment (Q5942682) (← links)
• Percentage points and power of a Kolmogorov-Smirnov type test for linearity in autoregressive time series (Q5957976) (← links)
• Recursive mean adjustment and tests for nonstationarities (Q5958451) (← links)
• A reexamination of stock return predictability (Q5964757) (← links)
• Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels (Q6617755) (← links)