Pages that link to "Item:Q1934171"
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The following pages link to A panel bootstrap cointegration test (Q1934171):
Displaying 15 items.
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
- Panel cointegration testing in the presence of a time trend (Q1623538) (← links)
- Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates (Q1628351) (← links)
- The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration (Q1787529) (← links)
- A simple sieve bootstrap range test for poolability in dependent cointegrated panels (Q1925704) (← links)
- Reducing the size distortions of the panel LM test for cointegration (Q1929061) (← links)
- Micro versus macro cointegration in heterogeneous panels (Q2630160) (← links)
- Some cautions on the use of panel methods for integrated series of macroeconomic data (Q3023025) (← links)
- A Meta Analytic Approach to Testing for Panel Cointegration (Q3625368) (← links)
- Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506) (← links)
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence (Q5263976) (← links)
- INSURANCE AND REAL OUTPUT: THE KEY ROLE OF BANKING ACTIVITIES (Q5325981) (← links)
- New Simple Tests for Panel Cointegration (Q5697354) (← links)
- FDI inflows-economic globalization nexus in ASEAN countries: the panel bootstrap causality test based on wavelet decomposition (Q6054325) (← links)
