Pages that link to "Item:Q3393994"
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The following pages link to Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data (Q3393994):
Displaying 23 items.
- Variance change-point detection in panel data models (Q498780) (← links)
- Testing economic convergence in non-stationary panel (Q518889) (← links)
- Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
- The Balassa-Samuelson hypothesis in the developed and developing countries revisited (Q1668500) (← links)
- Structural change and unit roots (Q1909372) (← links)
- Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
- On CUSUM test for dynamic panel models (Q2059108) (← links)
- Estimating restricted common structural changes for panel data (Q2300531) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- The power of PANIC (Q2343823) (← links)
- How should central banks respond to non-neutral inflation expectations? (Q2416312) (← links)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← links)
- Bootstrap innovational outlier unit root tests in dependent panels (Q2440451) (← links)
- Using panel data to increase the power of modified unit root tests in the presence of structural breaks (Q2490979) (← links)
- Testing for stationarity with covariates: more powerful tests with non-normal errors (Q2700538) (← links)
- Change‐point detection in panel data (Q5397939) (← links)
- Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
- Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
- Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (Q6634865) (← links)
