Pages that link to "Item:Q892473"
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The following pages link to A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473):
Displaying 4 items.
- Trends and cycles in non-stationary panel models (Q478019) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries (Q2700527) (← links)
- A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? (Q5127060) (← links)