Pages that link to "Item:Q5091831"

The following pages link to Novel panel cointegration tests emending for cross-section dependence with<i>N</i>fixed (Q5091831):

Displaying 8 items.

• A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
• Demeaning the data in panel-cointegration models to control for cross-sectional dependencies (Q531415) (← links)
• The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
• Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis (Q5267868) (← links)
• Testing for Panel Cointegration Using Common Correlated Effects Estimators (Q5283413) (← links)
• New Simple Tests for Panel Cointegration (Q5697354) (← links)
• Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence (Q5860891) (← links)
• Asymptotic properties of bubble monitoring tests (Q5860992) (← links)