Pages that link to "Item:Q1867709"
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The following pages link to Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709):
Displayed 50 items.
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Incidental trends and the power of panel unit root tests (Q289163) (← links)
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
- The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299) (← 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)
- Testing economic convergence in non-stationary panel (Q518889) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← 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)
- Cointegration in a historical perspective (Q736567) (← 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)
- 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)
- 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)
- Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
- Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
- The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
- New tools for understanding the local asymptotic power of panel unit root tests (Q2354858) (← links)
- Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
- Uncertainty, flexible exchange rates, and agglomeration (Q2432090) (← links)
- Panel data unit roots tests: the role of serial correlation and the time dimension (Q2433829) (← links)
- Testing for a unit root in panels with dynamic factors (Q2439090) (← links)
- Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
- Robust panel unit root tests for cross-sectionally dependent multiple time series (Q2445736) (← links)
- Using panel data to increase the power of modified unit root tests in the presence of structural breaks (Q2490979) (← links)
- International R\&D spillovers revisited (Q2574873) (← links)
- Local Power of Fixed-<i>T</i> Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends (Q2789390) (← links)
- Testing for Panel Unit Roots under General Cross-sectional Dependence (Q2816711) (← links)
- PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
- MODELLING BANKS' LENDING BEHAVIOUR IN A CAPITAL-REGULATED FRAMEWORK (Q2895994) (← links)
- Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
- A Panel Unit Root Test with Good Power in Small Samples (Q3183722) (← links)
- Double unit root tests for cross-sectionally dependent panel data (Q3183852) (← links)
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
- On modeling panels of time series (Q3429859) (← links)
- ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER (Q3434194) (← links)
- Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects (Q3499430) (← links)
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (Q3557574) (← links)
- Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests (Q3563652) (← links)
- PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
- Bayesian analysis of panel data using an MTAR model (Q3592037) (← links)