Pages that link to "Item:Q1867709"

The following pages link to Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709):

Displaying 50 items.

• Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
• A simple test for nonstationarity in mixed panels: a further investigation (Q254914) (← links)
• Incidental trends and the power of panel unit root tests (Q289163) (← links)
• Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
• The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299) (← links)
• Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression (Q356766) (← links)
• The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
• Testing economic convergence in non-stationary panel (Q518889) (← links)
• Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
• Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel (Q527968) (← links)
• A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← links)
• Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
• Panel unit root tests by combining dependent \(P\) values: a comparative study (Q642446) (← links)
• Fractional integration and the volatility of UK interest rates (Q694912) (← links)
• The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
• Cointegration in a historical perspective (Q736567) (← links)
• A spatio-temporal model of house prices in the USA (Q736568) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
• A fixed-\(T\) version of Breitung's panel data unit root test (Q741322) (← links)
• Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497) (← links)
• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• The accuracy of normal approximation in a heterogeneous panel data unit root test (Q946270) (← links)
• A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049) (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
• Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
• Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463) (← links)
• Exploiting cross-section variation for unit root inference in dynamic data (Q1327875) (← links)
• Testing for unit roots in panel data using a GMM approach (Q1381198) (← links)
• Performance of unit root tests in unbalanced panels: experimental evidence (Q1621245) (← links)
• Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
• Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
• Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates (Q1628351) (← links)
• How does the sensitivity of consumption to income vary over time? International evidence (Q1656435) (← links)
• Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance (Q1666883) (← links)
• A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
• Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
• Integration, productivity and technological spillovers: evidence for eurozone banking industries (Q1752152) (← links)
• CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
• Testing for unit roots in heterogeneous panels. (Q1810678) (← links)
• On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
• Robust tests for unit roots in heterogeneous panels (Q1927523) (← links)
• Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
• The error-in-rejection probability of meta-analytic panel tests (Q1934902) (← links)
• Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
• On the power and interpretation of panel unit root tests (Q1978517) (← links)
• Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
• Learning and dropout in contests: an experimental approach (Q2021555) (← links)
• A panel data analysis of uncovered interest parity and time-varying risk premium (Q2047027) (← links)
• Quantile unit root inference for panel data with common shocks (Q2083566) (← links)