Pages that link to "Item:Q1020049"
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The following pages link to A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049):
Displaying 10 items.
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
- The PPP debate: price matters! (Q1927888) (← links)
- Testing for purchasing power parity correcting for non-normality using the wild bootstrap (Q1934055) (← links)
- PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks (Q2316919) (← links)
- Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
- Bootstrap innovational outlier unit root tests in dependent panels (Q2440451) (← links)
- Robust panel unit root tests for cross-sectionally dependent multiple time series (Q2445736) (← links)
- Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies (Q3406024) (← links)
