Pages that link to "Item:Q3632373"
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The following pages link to TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE (Q3632373):
Displaying 14 items.
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
- The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
- A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (Q3557574) (← links)
- PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
- Lessons from a Decade of IPS and LLC (Q5080584) (← links)
- Optimal panel unit root testing with covariates (Q5084329) (← links)
- The factor analytical approach in trending near unit root panels (Q5095296) (← links)
- Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524) (← links)
- Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)