Pages that link to "Item:Q2440389"

The following pages link to Panel unit root tests in the presence of a multifactor error structure (Q2440389):

Displaying 29 items.

• The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors (Q284178) (← links)
• Testing for no factor structures: on the use of Hausman-type statistics (Q500536) (← links)
• On the role of the rank condition in CCE estimation of factor-augmented panel regressions (Q506045) (← links)
• Panels with non-stationary multifactor error structures (Q737289) (← links)
• The accuracy of normal approximation in a heterogeneous panel data unit root test (Q946270) (← links)
• CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
• Real exchange rates and the balance of trade: does the J-curve effect really hold? (Q2002442) (← links)
• Quantile unit root inference for panel data with common shocks (Q2083566) (← links)
• Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
• The power of PANIC (Q2343823) (← links)
• Unit root tests for cross-sectionally dependent panels: the influence of observed factors (Q2344381) (← links)
• Testing for a unit root in panels with dynamic factors (Q2439090) (← links)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
• Improved index insurance design and yield estimation using a dynamic factor forecasting approach (Q2657001) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
• Are US real house prices stationary? New evidence from univariate and panel data (Q2691638) (← links)
• Reflections on ``Testing for unit roots in heterogeneous panels'' (Q2697970) (← links)
• Optimal panel unit root testing with covariates (Q5084329) (← links)
• The factor analytical approach in trending near unit root panels (Q5095296) (← links)
• Likelihood ratio tests for a unit root in panels with random effects (Q5283165) (← links)
• Testing for Panel Cointegration Using Common Correlated Effects Estimators (Q5283413) (← links)
• Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
• Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence (Q5864364) (← links)
• The Local Power of the CADF and CIPS Panel Unit Root Tests (Q5864376) (← links)
• Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure (Q6617736) (← links)
• Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels (Q6617755) (← links)
• A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors (Q6620828) (← links)
• Testing for Common Trends in Nonstationary Large Datasets (Q6620933) (← links)