Pages that link to "Item:Q5291758"

The following pages link to The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758):

Displaying 16 items.

• Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
• The error-in-rejection probability of meta-analytic panel tests (Q1934902) (← links)
• Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• Disentangling the source of non-stationarity in a panel of seasonal data (Q2699592) (← links)
• Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
• Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
• The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
• Testing for stationarity in heterogeneous panel data in the presence of cross-section dependence (Q3615066) (← links)
• Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost (Q5123624) (← links)
• A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? (Q5127060) (← links)
• Likelihood ratio tests for a unit root in panels with random effects (Q5283165) (← links)
• A Monte Carlo study on the size and power of panel unit root tests (Q6202353) (← links)
• Unit Root Inference in Generally Trending and Cross-Correlated Fixed-<i>T</i> Panels (Q6623198) (← links)