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We propose a fast resample method for two step nonlinear parametric and semiparametric models, which does not require recomputation of the second stage estimator during each resample iteration. The fast resample method directly exploits the score function representations computed on each...
Persistent link: https://www.econbiz.de/10010753478
Most panel unit root tests are designed to test the joint null hypothesis of a unit root for each individual series in … a panel. After a rejection, it will often be of interest to identify which series can be deemed to be stationary and …
Persistent link: https://www.econbiz.de/10010574064