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Bootstrap methods for inference in the Parks model
Moundigbaye, Mantobaye; Messemer, Clarisse; Parks, … - 2017 - Rev. edition
Persistent link: https://www.econbiz.de/10011886419
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Bootstrap methods for inference in the Parks Model
Moundigbaye, Mantobaye; Messemer, Clarisse; Parks, … - 2016
Persistent link: https://www.econbiz.de/10011592786
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More evidence on "which panel data estimator should I use?"
Moundigbaye, Mantobaye; Rea, William; Reed, W. Robert - 2016
Persistent link: https://www.econbiz.de/10011592758
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A time series paradox : unit root tests perform poorly when data are cointegrated
Reed, W. Robert; Smith, Aaron D. - 2016
Persistent link: https://www.econbiz.de/10011592764
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Testing for unit roots with cointergated data
Reed, W. Robert - 2015
Persistent link: https://www.econbiz.de/10011296226
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Unit root tests, size distortions, and cointegrated data
Reed, W. Robert - 2014
Persistent link: https://www.econbiz.de/10011296518
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Univariate unit root tests perform poorly when data are cointegrated
Reed, W. Robert - 2016 - Revised edition
Persistent link: https://www.econbiz.de/10011514491