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~isPartOf:"Economics letters"
~person:"Gutierrez, Luciano"
~person:"Shin, Dong-wan"
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Gutierrez, Luciano
Shin, Dong-wan
Lee, Junsoo
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4
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Bootstrap innovational outlier unit root tests in dependent panels
Costantini, Mauro
;
Gutierrez, Luciano
- In:
Economics letters
117
(
2012
)
3
,
pp. 817-819
Persistent link: https://www.econbiz.de/10009682646
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2
Sampling at different frequencies, and the power of panel unit root tests
Gutierrez, Luciano
- In:
Economics letters
102
(
2009
)
1
,
pp. 59-61
Persistent link: https://www.econbiz.de/10003822220
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3
Simple panel unit root tests to detect changes in persistence
Costantini, Mauro
;
Gutierrez, Luciano
- In:
Economics letters
96
(
2007
)
3
,
pp. 363-368
Persistent link: https://www.econbiz.de/10003504677
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4
Tests for asymmetry in possibly nonstationary dynamic panel models
Shin, Dong-wan
;
Jhee, Won-Chul
- In:
Economics letters
91
(
2006
)
1
,
pp. 15-20
Persistent link: https://www.econbiz.de/10003314911
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5
Unit root tests for cross-sectionally dependent seasonal panels
Lee, Yonghee
;
Shin, Dong-wan
- In:
Economics letters
93
(
2006
)
3
,
pp. 311-317
Persistent link: https://www.econbiz.de/10003398787
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6
Comparison of panel unit root tests under cross sectional dependence
Jang, Myoung Jin
;
Shin, Dong-wan
- In:
Economics letters
89
(
2005
)
1
,
pp. 12-17
Persistent link: https://www.econbiz.de/10003114692
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7
Recursive mean adjustment for panel unit root tests
Shin, Dong-wan
;
Kang, Seungho
;
Oh, Man-suk
- In:
Economics letters
84
(
2004
)
3
,
pp. 433-439
Persistent link: https://www.econbiz.de/10002139641
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8
A note on stationary of the MTAR process on the boundary of the stationarity region
Lee, Oesook
;
Shin, Dong-wan
- In:
Economics letters
73
(
2001
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001635074
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9
Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators
Shin, Dong-wan
;
So, Beong Soo
- In:
Economics letters
71
(
2001
)
2
,
pp. 181-189
Persistent link: https://www.econbiz.de/10001569101
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