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Stationarity properties of individual series in a panel
Moon, Hyungsik Roger; Perron, Benoit - 2009
Persistent link: https://www.econbiz.de/10003997384
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Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2011
Persistent link: https://www.econbiz.de/10009381370
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Beyond panel unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of econometrics 169 (2012) 1, pp. 29-33
Persistent link: https://www.econbiz.de/10009666772
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Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends
Kao, Chihwa - 2011
In this paper, we develop tests for structural change in cointegrated panel regressions with common and idiosyncratic …
Persistent link: https://www.econbiz.de/10013127390
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Beyond Panel Unit Root Tests : Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
Moon, Hyungsik Roger; Perron, Benoit - 2011
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/10014185969
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Accurate statistical analysis in dynamic panel data models
Bun, Maurice J. G. - 2001
Persistent link: https://www.econbiz.de/10001690144
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A test for strict stationarity
Lima, Luiz Renato; Néri, Breno de Andrade Pinheiro - In: Uncertainty analysis in econometrics with applications …, (pp. 17-30). 2013
Persistent link: https://www.econbiz.de/10009711170
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Testing stationarity with unobserved-components models
Morley, James C.; Panovska, Irina B.; Sinclair, Tara M. - In: Macroeconomic dynamics 21 (2017) 1, pp. 160-182
Persistent link: https://www.econbiz.de/10011686122
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Long memory and hysteresis
Peretti, Christian de - In: Long memory in economics : with 50 tables, (pp. 363-389). 2006
Persistent link: https://www.econbiz.de/10003375660
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Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935353