Pages that link to "Item:Q1810678"

The following pages link to Testing for unit roots in heterogeneous panels. (Q1810678):

Displaying 50 items.

• Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
• A simple test for nonstationarity in mixed panels: a further investigation (Q254914) (← links)
• An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051) (← links)
• The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors (Q284178) (← links)
• Incidental trends and the power of panel unit root tests (Q289163) (← links)
• Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression (Q356766) (← links)
• The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
• On the bias of the OLS estimator in a nonstationary dynamic panel data model (Q449923) (← links)
• Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
• Testing economic convergence in non-stationary panel (Q518889) (← links)
• A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
• Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
• Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel (Q527968) (← 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)
• Fractional integration and the volatility of UK interest rates (Q694912) (← links)
• The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
• A spatio-temporal model of house prices in the USA (Q736568) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
• Exports, product differentiation and knowledge spillovers (Q850614) (← links)
• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• The accuracy of normal approximation in a heterogeneous panel data unit root test (Q946270) (← links)
• Unobserved heterogeneity in panel time series models (Q959319) (← links)
• A robust sign test for panel unit roots under cross sectional dependence (Q961277) (← links)
• Optimal tests against the alternative hypothesis of panel unit roots (Q961422) (← links)
• Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks (Q991161) (← links)
• A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049) (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
• The predictive power of fund ratings with a novel approach using uncertainty measures to analyzing risk (Q1037391) (← links)
• Sampling at different frequencies, and the power of panel unit root tests (Q1038092) (← links)
• Testing for unit root in nonlinear heterogeneous panels (Q1046193) (← links)
• New panel unit root tests of PPP (Q1127371) (← links)
• Testing the stationarity of interest rates using a SUR approach (Q1275111) (← links)
• Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463) (← links)
• Spurious regression and residual-based tests for cointegration in panel data (Q1305656) (← links)
• The long-run relationship between productivity and capital (Q1583285) (← links)
• Mean reversion of the current account: Evidence from the panel data unit-root test (Q1606424) (← links)
• Is there a permanent component in US real GDP (Q1606432) (← links)
• The long-run relation between black market and official exchange rates: Evidence from panel cointegration (Q1608842) (← links)
• Performance of unit root tests in unbalanced panels: experimental evidence (Q1621245) (← links)
• Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
• Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
• Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates (Q1628351) (← links)
• How does the sensitivity of consumption to income vary over time? International evidence (Q1656435) (← links)
• Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance (Q1666883) (← links)
• Identifying stationary series in panels: a Monte Carlo evaluation of sequential panel selection methods (Q1667980) (← links)
• What determines the share of non-resident public debt ownership? Evidence from Euro area countries (Q1669874) (← links)
• A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
• Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)