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Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Moon, Hyungsik Roger; Perron, Benoit - In: The econometrics journal 11 (2008) 1, pp. 80-104
Persistent link: https://www.econbiz.de/10003648625
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Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre; Rodríguez, Gabriel - In: The econometrics journal 19 (2016) 1, pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
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Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: The econometrics journal 17 (2014) 3, pp. 338-372
Persistent link: https://www.econbiz.de/10010498715
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Unit root tests for panel data with AR(1) errors and small T
De Blander, Rembert; Dhaene, Geert - In: The econometrics journal 15 (2012) 1, pp. 101-124
Persistent link: https://www.econbiz.de/10009520545
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Efficient inference in multivariate fractionally integrated time series models
Nielsen, Morten Ørregaard - In: The econometrics journal 7 (2004) 1, pp. 63-97
Persistent link: https://www.econbiz.de/10002121962
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Moment approximation for least-squares estimators in dynamic regression models with a unit root
Kiviet, J. F.; Phillips, Garry D. A. - In: The econometrics journal 8 (2005) 2, pp. 115-142
Persistent link: https://www.econbiz.de/10003018790
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Adaptive wild bootstrap tests for a unit root with non‐stationary volatility
Boswijk, Herman Peter; Zu, Yang - In: The econometrics journal 21 (2018) 2, pp. 87-113
Persistent link: https://www.econbiz.de/10012166602
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Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh; Yu, Xuewen - In: The econometrics journal 24 (2021) 1, pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
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Bubble testing under polynomial trends
Wang, Xiaohu; Yu, Jun - In: The econometrics journal 26 (2023) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
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Optimal panel unit root testing with covariates
Juodis, Artūras; Westerlund, Joakim - In: The econometrics journal 22 (2019) 1, pp. 57-72
Persistent link: https://www.econbiz.de/10012166653