Pages that link to "Item:Q5703224"

The following pages link to Breaking the panels: An application to the GDP per capita (Q5703224):

Displaying 13 items.

• Testing economic convergence in non-stationary panel (Q518889) (← links)
• Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
• Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks (Q991161) (← links)
• Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
• The Balassa-Samuelson hypothesis in the developed and developing countries revisited (Q1668500) (← links)
• Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
• PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks (Q2316919) (← links)
• Fiscal episodes and market power (Q2416246) (← links)
• TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION (Q3576891) (← links)
• An evaluation of some methods used for determination of homogenous structural break point in mean of panel data (Q5083664) (← links)
• Nonparametric panel stationarity testing with an application to crude oil production (Q5085681) (← links)
• Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)
• FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis (Q6076811) (← links)