Pages that link to "Item:Q1667980"
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The following pages link to Identifying stationary series in panels: a Monte Carlo evaluation of sequential panel selection methods (Q1667980):
Displaying 4 items.
- Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel (Q527968) (← links)
- Structural changes in large economic datasets: a nonparametric homogeneity test (Q1730159) (← links)
- Detecting granular time series in large panels (Q2224994) (← links)
- Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506) (← links)