Pages that link to "Item:Q3406024"
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The following pages link to Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies (Q3406024):
Displaying 15 items.
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051) (← links)
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- Residual based tests for cointegration in dependent panels (Q738179) (← links)
- A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049) (← links)
- Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- Nonlinear IV unit root tests in panels with cross-sectional dependency. (Q1858972) (← links)
- Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
- Robust panel unit root tests for cross-sectionally dependent multiple time series (Q2445736) (← links)
- The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
- Testing for Panel Unit Roots under General Cross-sectional Dependence (Q2816711) (← links)
- Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506) (← links)
- A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
