Pages that link to "Item:Q2439090"

The following pages link to Testing for a unit root in panels with dynamic factors (Q2439090):

Displaying 50 items.

• 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)
• Detection of units with pervasive effects in large panel data models (Q2658758) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• Are US real house prices stationary? New evidence from univariate and panel data (Q2691638) (← links)
• Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and Granger causality tests (Q2691756) (← links)
• Reflections on ``Testing for unit roots in heterogeneous panels'' (Q2697970) (← links)
• Disentangling the source of non-stationarity in a panel of seasonal data (Q2699592) (← links)
• Local power of fixed-\(T\) 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)
• A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
• Peter C. B. Phillips's contributions to panel data methods (Q2878821) (← links)
• A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
• DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
• Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
• Pairwise Tests of Purchasing Power Parity (Q3182770) (← 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)
• Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
• ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
• Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data (Q3393994) (← links)
• Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects (Q3499430) (← links)
• Panel vector autoregression under cross-sectional dependence (Q3521272) (← links)
• Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (Q3557574) (← links)
• PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
• TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE (Q3632373) (← links)
• ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS (Q4933582) (← links)
• Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach (Q5034258) (← links)
• Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
• An Intersection Test for Panel Unit Roots (Q5080544) (← links)
• Lessons from a Decade of IPS and LLC (Q5080584) (← links)
• Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors (Q5093209) (← links)
• The factor analytical approach in trending near unit root panels (Q5095296) (← links)
• Tests for random time effects and spatial error correlation in panel regression models (Q5169754) (← links)
• Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524) (← links)
• ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES (Q5255873) (← links)
• Likelihood ratio tests for a unit root in panels with random effects (Q5283165) (← links)
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758) (← links)
• An LM-type test for idiosyncratic unit roots in the exact factor model with integrated factors (Q5351732) (← links)
• EFFICIENT ESTIMATION OF FACTOR MODELS (Q5389953) (← links)
• Tests for seasonal unit roots in panels of cross-sectionally correlated time series (Q5400784) (← links)
• Panel unit root tests under cross‐sectional dependence (Q5438541) (← links)
• Mean group tests for stationarity in heterogeneous panels (Q5469922) (← links)
• Pooled Panel Unit Root Tests and the Effect of Past Initialization (Q5864362) (← links)
• Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)
• The Local Power of the CADF and CIPS Panel Unit Root Tests (Q5864376) (← 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)
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
• Testing for Common Trends in Nonstationary Large Datasets (Q6620933) (← links)