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How to attain minimax risk with applications to distribution-free nonparametric estimation and testing
Schlag, Karl H.
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contributor
)
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2007
Persistent link: https://www.econbiz.de/10003455986
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2
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
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3
A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749477
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4
The fully modified OLS estimator as a system estimator : a Monte-Carlo analysis
Kostial, Kristina
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1995
Persistent link: https://www.econbiz.de/10013420233
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5
Cointegration in
panel
date with breaks and cross-section dependence
Banerjee, Anindya
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contributor
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2006
Persistent link: https://www.econbiz.de/10003280708
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Dynamic factors in the presence of block structure
Hallin, Marc
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contributor
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Liška, Roman
(
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2008
Persistent link: https://www.econbiz.de/10003724330
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7
The performance of
panel
unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876980
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8
On the use of
panel
unit root tests on cross-sectionally dependent data : an application to PPP
Bornhorst, Fabian
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827136
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9
Thick-market externalities in US manufacturing : a dynamic study with
panel
data
Jiménez, Miguel
;
Marchetti, Domenico
-
1995
Persistent link: https://www.econbiz.de/10000914536
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