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On bootstrap implementation of likelihood ratio test for a unit root
Skrobotov, Anton - In: Economics letters 171 (2018), pp. 154-158
Persistent link: https://www.econbiz.de/10012021848
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On robust testing for trend
Skrobotov, Anton - In: Economics letters 212 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013442001
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A simple panel stationarity test in the presence of serial correlation and a common factor
Hadri, Kaddour; Kurozumi, Eiji - In: Economics letters 115 (2012) 1, pp. 31-35
Persistent link: https://www.econbiz.de/10009838622
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Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break
Arezki, Rabah; Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - In: Economics letters 117 (2012) 3, pp. 814-817
Persistent link: https://www.econbiz.de/10010042056
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Investigating finite sample properties of estimators for approximate factor models when is small
Tanaka, Shinya; Kurozumi, Eiji - In: Economics letters 116 (2012) 3, pp. 465-469
Persistent link: https://www.econbiz.de/10010000188
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A simple panel stationarity test in the presence of serial correlation an a common factor
Hadri, Kaddour; Kurozumi, Eiji - In: Economics letters 115 (2012) 1, pp. 31-34
Persistent link: https://www.econbiz.de/10009615344
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Investigating finite sample properties of estimators for approximate factor models when N is small
Tanaka, Shinya; Kurozumi, Eiji - In: Economics letters 116 (2012) 3, pp. 465-468
Persistent link: https://www.econbiz.de/10009674278
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Testing the Prebish-Singer hypothesis using second-generation panel data stationarity tests with a break
Arezki, Rabah; Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - In: Economics letters 117 (2012) 3, pp. 814-816
Persistent link: https://www.econbiz.de/10009682663