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Panel seasonal unit root test...
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Pesaran, M. Hashem
11
Baltagi, Badi H.
8
Marcellino, Massimiliano
8
Koop, Gary
5
Westerlund, Joakim
5
Clark, Todd E.
4
Hsiao, Cheng
4
Kilian, Lutz
4
Phillips, Peter C. B.
4
Sola, Martin
4
Banerjee, Anindya
3
Berg, Gerard J. van den
3
Doppelhofer, Gernot
3
Egger, Peter
3
Franses, Philip Hans
3
Harding, Matthew C.
3
Jones, Andrew M.
3
Kapetanios, George
3
Kumbhakar, Subal
3
Lee, Lung-fei
3
Lima, Luiz Renato
3
Linton, Oliver
3
Pendakur, Krishna
3
Psaradakis, Zacharias G.
3
Serlenga, Laura
3
Shin, Yongcheol
3
Smith, L. Vanessa
3
Soest, Arthur van
3
Strachan, Rodney W.
3
Tobias, Justin L.
3
Urbain, Jean-Pierre
3
Vahid, Farshid
3
Weeks, Melvyn
3
Abrevaya, Jason
2
Bai, Jushan
2
Beenstock, Michael
2
Belzil, Christian
2
Bianchi, Marco
2
Blundell, Richard W.
2
Boneva, Lena
2
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Conference on "Cross-Sectional Dependence in Panel Data" <2013, Cambridge>
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ECONIS (ZBW)
447
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1
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices
Choi, In
;
Chue, Timothy K.
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 233-264
Persistent link: https://www.econbiz.de/10003455445
Saved in:
2
A simple
panel
unit root test in the presence of cross-section dependence
Pesaran, M. Hashem
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 265-312
Persistent link: https://www.econbiz.de/10003455447
Saved in:
3
Dynamic factor extraction of cross-sectional dependence in
panel
unit root tests
Kapetanios, George
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 313-338
Persistent link: https://www.econbiz.de/10003455448
Saved in:
4
Panel
unit root tests and spatial dependence
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 339-360
Persistent link: https://www.econbiz.de/10003455449
Saved in:
5
More powerpul
panel
data unit root tests with an application to mean reversion in real exchange rates
Smith, L. Vanessa
;
Leybourne, Stephen James
;
Kim, Tae-hwan
- In:
Journal of applied econometrics
19
(
2004
)
2
,
pp. 147-170
Persistent link: https://www.econbiz.de/10002010349
Saved in:
6
Panicca : panic on cross-section averages
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 961-981
Persistent link: https://www.econbiz.de/10011686167
Saved in:
7
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
8
Trend-stationary GNP : evidence from a new exact pointwise most powerful invariant unit root test
Shively, Philip A.
- In:
Journal of applied econometrics
16
(
2001
)
4
,
pp. 537-551
Persistent link: https://www.econbiz.de/10001601913
Saved in:
9
Unemployment
and liquidity constraints
Hajivassiliou, Vassilis Argyrou
;
Ioannides, Yannis M.
- In:
Journal of applied econometrics
22
(
2007
)
3
,
pp. 479-510
Persistent link: https://www.econbiz.de/10003455470
Saved in:
10
Responses to monetary policy shocks in the East and the West of Europe : a comparison
Jarociński, Marek
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 833-868
Persistent link: https://www.econbiz.de/10008667442
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