Pages that link to "Item:Q2707867"
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The following pages link to Testing for stationarity in heterogeneous panel data (Q2707867):
Displaying 37 items.
- A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709) (← links)
- Testing economic convergence in non-stationary panel (Q518889) (← links)
- Model specification in panel data unit root tests with an unknown break (Q543445) (← 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)
- 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)
- How does the sensitivity of consumption to income vary over time? International evidence (Q1656435) (← links)
- Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
- Integration, productivity and technological spillovers: evidence for eurozone banking industries (Q1752152) (← links)
- Testing for unit roots in heterogeneous panels. (Q1810678) (← links)
- Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
- A panel data analysis of uncovered interest parity and time-varying risk premium (Q2047027) (← links)
- Labour market adjustments to exchange rate fluctuations: evidence from Canadian manufacturing industries (Q2316834) (← links)
- PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks (Q2316919) (← links)
- Real exchange rates, the trade balance and net foreign assets: long-run relationships and measures of misalignment (Q2416084) (← links)
- Panel data unit roots tests: the role of serial correlation and the time dimension (Q2433829) (← links)
- International R\&D spillovers revisited (Q2574873) (← links)
- Reprint of: Testing for unit roots in heterogeneous panels (Q2697964) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
- The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
- TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION (Q3576891) (← links)
- PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION (Q3576893) (← links)
- Testing for stationarity in heterogeneous panel data in the presence of cross-section dependence (Q3615066) (← links)
- Panel Data Analysis (Q5049447) (← links)
- Nonparametric panel stationarity testing with an application to crude oil production (Q5085681) (← links)
- Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost (Q5123624) (← links)
- A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? (Q5127060) (← links)
- COMPUTING LIMITING LOCAL POWERS AND POWER ENVELOPES OF PANEL MA UNIT ROOT TESTS AND STATIONARITY TESTS (Q5243486) (← links)
- The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758) (← links)
- INSURANCE AND REAL OUTPUT: THE KEY ROLE OF BANKING ACTIVITIES (Q5325981) (← links)
- Mean group tests for stationarity in heterogeneous panels (Q5469922) (← links)
- Breaking the panels: An application to the GDP per capita (Q5703224) (← links)
- Testing for stationarity in heterogeneous panel data where the time dimension is finite (Q5706718) (← links)
- The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure (Q5745642) (← links)
- FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis (Q6076811) (← links)
- The environmental Kuznets curve: functional form, time‐varying heterogeneity and outliers in a panel setting (Q6179510) (← links)
