Pages that link to "Item:Q1927111"
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The following pages link to On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111):
Displaying 10 items.
- Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (Q413960) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- Consistent estimator of nonparametric structural spurious regression model for high frequency data (Q1787219) (← links)
- Tests for asymmetry in possibly nonstationary dynamic panel models (Q1929071) (← links)
- A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
- (Q3071261) (← links)
- The asymptotic distribution of the F‐test statistic for individual effects (Q3422391) (← links)
- Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524) (← links)
