Pages that link to "Item:Q3615066"
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The following pages link to Testing for stationarity in heterogeneous panel data in the presence of cross-section dependence (Q3615066):
Displaying 5 items.
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks (Q2316919) (← links)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← links)
- TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION (Q3576891) (← links)
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)