Pages that link to "Item:Q2445736"
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The following pages link to Robust panel unit root tests for cross-sectionally dependent multiple time series (Q2445736):
Displaying 6 items.
- A robust sign test for panel unit roots under cross sectional dependence (Q961277) (← links)
- A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049) (← links)
- Quantile unit root inference for panel data with common shocks (Q2083566) (← links)
- PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks (Q2316919) (← links)
- Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies (Q3406024) (← links)
- Panel unit root tests under cross‐sectional dependence (Q5438541) (← links)