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Testing stationary in small and medium-sized samples when disturbances are serially correlated
Jönsson, Kristian (contributor) - 2006
Persistent link: https://www.econbiz.de/10003385790
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Testing for stationarity in panel data when errors are serially correlated : finite-sample results
Jönsson, Kristian (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002595209
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Testing stationarity in small- and medium-sized samples when disturbances are serially correlated
Jönsson, Kristian - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 669-690
Persistent link: https://www.econbiz.de/10009308826
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Cross-sectional and serial correlation in a small-sample homogenous panel data unit root test
Jönsson, Kristian - In: Applied economics letters 12 (2005) 14, pp. 899-905
Persistent link: https://www.econbiz.de/10003213807
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Testing for stationary in panel data models when disturbances are cross-sectionally correlated
Jönsson, Kristian (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002099608