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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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The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002746145
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A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban; Karul, Cagin - In: Economic modelling 61 (2017), pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
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Testing for a unit root in a random coefficient panel data mode
Westerlund, Joakim; Larsson, Rolf - 2009
Persistent link: https://www.econbiz.de/10003884484
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Instrumental variables estimation of a nearly nonstationary, heterogenous error component model
Choi, In - In: Journal of econometrics 109 (2002) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001663891
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Panel estimation of state-dependent adjustment when the target is unobserved
Kalckreuth, Ulf von - In: Empirical economics : a journal of the Institute for … 40 (2011) 1, pp. 205-235
Persistent link: https://www.econbiz.de/10008859090
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Panel estimation of state dependent adjustment when the target is unobserved
Kalckreuth, Ulf von (contributor) - 2008
models in a panel data context with partially unobserved targets and endogenous, time-varying persistence. In this setup, the …
Persistent link: https://www.econbiz.de/10003721507
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Fixed and random effects in stochastic frontier models
Greene, William H. - In: Journal of productivity analysis 23 (2005) 1, pp. 7-32
Persistent link: https://www.econbiz.de/10002626358
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Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers
Hadri, Kaddour; Guermat, Cherif; Whittaker, J. - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 203-222
Persistent link: https://www.econbiz.de/10001724174
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A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 115-153). 2023
Persistent link: https://www.econbiz.de/10014313472