Pages that link to "Item:Q3161681"

The following pages link to Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681):

Displaying 7 items.

• Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
• Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
• Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709) (← links)
• Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
• Do shocks to G7 stock prices have a permanent effect? Evidence from panel unit root tests with structural change (Q2483549) (← links)
• Finite-sample distribution of a recursively mean-adjusted panel data unit root test (Q3446976) (← links)
• The Local Power of the CADF and CIPS Panel Unit Root Tests (Q5864376) (← links)