Pages that link to "Item:Q413960"
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The following pages link to Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (Q413960):
Displaying 7 items.
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
- Non-parametric testing of discrete panel data models (Q579820) (← links)
- Tests for asymmetry in possibly nonstationary dynamic panel models (Q1929071) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
- TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION (Q3576891) (← links)
- TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION (Q4496475) (← links)
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (Q5864456) (← links)