Nonparametric panel stationarity testing with an application to crude oil production

DOI10.1080/02664763.2020.1846691OpenAlexW3098222206MaRDI QIDQ5085681

Manuel Landajo, Paula Fernandez-Gonzalez, María José Presno

Publication date: 27 June 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1846691

zbMATH Keywords

bootstrapnonparametricpaneloil productionstationarity testing

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites Work

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• Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
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• Testing for stationarity with a break
• Nonparametric pseudo-Lagrange multiplier stationarity testing
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• Stationarity testing under nonlinear models. Some asymptotic results
• A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
• A stagewise rejective multiple test procedure based on a modified Bonferroni test
• Basic structure of the asymptotic theory in dynamic nonlinear econometric models
• An improved Bonferroni procedure for multiple tests of significance
• An Intersection Test for Panel Unit Roots
• Unit roots and double smooth transitions
• The Econometric Modelling of Financial Time Series
• Breaking the panels: An application to the GDP per capita

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