Pages that link to "Item:Q4700856"
From MaRDI portal
The following pages link to ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE (Q4700856):
Displaying 9 items.
- Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
- On the asymptotic expectations of some unit root tests in a first order autoregressive process in the presence of trend (Q1293728) (← links)
- Testing for unit roots in heterogeneous panels. (Q1810678) (← links)
- Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473) (← links)
- Reprint of: Testing for unit roots in heterogeneous panels (Q2697964) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
- Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions (Q4386440) (← links)
- Distribution approximation of unit root tests in autoregressive models (Q4415852) (← links)
