Pages that link to "Item:Q2343816"
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The following pages link to Nonparametric rank tests for non-stationary panels (Q2343816):
Displaying 9 items.
- Nonparametric multivariate rank tests and their unbiasedness (Q408099) (← links)
- Testing economic convergence in non-stationary panel (Q518889) (← links)
- Non-parametric testing of discrete panel data models (Q579820) (← links)
- Rank-based tests of cross-sectional dependence in panel data models (Q830595) (← links)
- Testing for unit root in nonlinear heterogeneous panels (Q1046193) (← links)
- Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383) (← links)
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series (Q4677045) (← links)
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)
- Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review (Q6612363) (← links)