The following pages link to (Q5475042):
Displaying 50 items.
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051) (← links)
- Incidental trends and the power of panel unit root tests (Q289163) (← links)
- Are more data always better for factor analysis? (Q291634) (← links)
- Studying co-movements in large multivariate data prior to multivariate modelling (Q301956) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- On the asymptotic distribution of a unit root test against ESTAR alternatives (Q419241) (← links)
- A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709) (← links)
- Estimation of fractionally integrated panels with fixed effects and cross-section dependence (Q503560) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- Testing economic convergence in non-stationary panel (Q518889) (← links)
- Using large data sets to forecast sectoral employment (Q520398) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- Editorial. Annals Journal of Econometrics: Nonlinear and nonparametric methods in econometrics (Q530964) (← 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)
- Panel unit root tests by combining dependent \(P\) values: a comparative study (Q642446) (← links)
- The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
- Editorial. Factor structures for panel and multivariate time series data (Q737935) (← links)
- The general dynamic factor model: one-sided representation results (Q737938) (← links)
- Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- Residual based tests for cointegration in dependent panels (Q738179) (← links)
- Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497) (← 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)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Panel unit root tests under cross section dependence with recursive mean adjustment (Q1046271) (← 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)
- Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946) (← links)
- The Balassa-Samuelson hypothesis in the developed and developing countries revisited (Q1668500) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Temporal clustering of time series via threshold autoregressive models: application to commodity prices (Q1703537) (← links)
- Comparison of panel unit root tests under cross sectional dependence (Q1928647) (← links)
- Tests for asymmetry in possibly nonstationary dynamic panel models (Q1929071) (← links)
- Unit root tests for cross-sectionally dependent seasonal panels (Q1929474) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Panel stationary tests against changes in persistence (Q2010784) (← links)
- Quantile unit root inference for panel data with common shocks (Q2083566) (← links)
- Block bootstrapping for a panel mean break test (Q2131936) (← links)
- A general panel break test based on the self-normalization method (Q2132016) (← links)
- Testing slope homogeneity in panel data models with a multifactor error structure (Q2175649) (← links)
- A fragmented-periodogram approach for clustering big data time series (Q2183658) (← links)
- Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
- Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
