Pages that link to "Item:Q1046193"

The following pages link to Testing for unit root in nonlinear heterogeneous panels (Q1046193):

Displaying 15 items.

• Testing economic convergence in non-stationary panel (Q518889) (← links)
• Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
• Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
• The accuracy of normal approximation in a heterogeneous panel data unit root test (Q946270) (← links)
• Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
• A simple proposal to improve the power of income convergence tests (Q1668010) (← links)
• Nonlinear error correction based cointegration test in panel data (Q1782283) (← links)
• Performance of nonlinear instrumental variable unit root tests using recursive detrending methods (Q1925888) (← links)
• Time series test of nonlinear convergence and transitional dynamics (Q1934880) (← links)
• PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks (Q2316919) (← links)
• Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
• The role of housing market in the effectiveness of monetary policy over the Covid-19 era (Q2659988) (← links)
• Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and Granger causality tests (Q2691756) (← links)
• The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
• Modelling Income Processes with Lots of Heterogeneity (Q3065357) (← links)