Pages that link to "Item:Q5697354"
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The following pages link to New Simple Tests for Panel Cointegration (Q5697354):
Displaying 16 items.
- The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
- A spatio-temporal model of house prices in the USA (Q736568) (← links)
- Residual based tests for cointegration in dependent panels (Q738179) (← links)
- Spurious regression and residual-based tests for cointegration in panel data (Q1305656) (← links)
- Panel cointegration testing in the presence of a time trend (Q1623538) (← links)
- Reducing the size distortions of the panel LM test for cointegration (Q1929061) (← links)
- A panel bootstrap cointegration test (Q1934171) (← links)
- Likelihood-based cointegration tests in heterogeneous panels (Q2772843) (← links)
- Some cautions on the use of panel methods for integrated series of macroeconomic data (Q3023025) (← 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)
- A Meta Analytic Approach to Testing for Panel Cointegration (Q3625368) (← links)
- Novel panel cointegration tests emending for cross-section dependence with<i>N</i>fixed (Q5091831) (← links)
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence (Q5263976) (← links)
- Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis (Q5267868) (← links)
- FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis (Q6076811) (← links)
