Pages that link to "Item:Q5251506"
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The following pages link to Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506):
Displayed 3 items.
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- Identifying stationary series in panels: a Monte Carlo evaluation of sequential panel selection methods (Q1667980) (← links)
- Robust block bootstrap panel predictability tests (Q5860960) (← links)