Pages that link to "Item:Q1298463"

The following pages link to Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463):

Displaying 13 items.

• A simple test for nonstationarity in mixed panels: a further investigation (Q254914) (← links)
• Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496) (← links)
• Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
• Testing economic convergence in non-stationary panel (Q518889) (← links)
• A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← links)
• Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
• A fixed-\(T\) version of Breitung's panel data unit root test (Q741322) (← links)
• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks (Q991161) (← links)
• Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
• The impact of government size on economic growth: a threshold analysis (Q1668035) (← links)
• Mean-reverting behavior of current account in Asian countries (Q1927844) (← links)
• Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)