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Lagrange multiplier type tests for slope homogeneity in panel data models
Breitung, Jörg; Roling, Christoph; Salish, Nazarii - In: The econometrics journal 19 (2016) 2, pp. 166-202
Persistent link: https://www.econbiz.de/10011712179
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Nonparametric panel data regression with parametric cross-sectional dependence
Soberon, Alexandra; Rodríguez Poo, Juan Manuel; … - In: The econometrics journal 25 (2022) 1, pp. 114-133
Persistent link: https://www.econbiz.de/10012878897
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Testing for error cross-sectional independence using pairwise augmented regressions
Mao, Guangyu - In: The econometrics journal 19 (2016) 3, pp. 237-260
Persistent link: https://www.econbiz.de/10011712269
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Optimal panel unit root testing with covariates
Juodis, Artūras; Westerlund, Joakim - In: The econometrics journal 22 (2019) 1, pp. 57-72
Persistent link: https://www.econbiz.de/10012166653
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Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Moon, Hyungsik Roger; Perron, Benoit - In: The econometrics journal 11 (2008) 1, pp. 80-104
Persistent link: https://www.econbiz.de/10003648625
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Testing for stationarity in heterogeneous panel data where the time dimension is finite
Hadri, Kaddour; Larsson, Rolf - In: The econometrics journal 8 (2005) 1, pp. 55-69
Persistent link: https://www.econbiz.de/10002686793
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Unit root tests for panel data with AR(1) errors and small T
De Blander, Rembert; Dhaene, Geert - In: The econometrics journal 15 (2012) 1, pp. 101-124
Persistent link: https://www.econbiz.de/10009520545
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Non-parametric regression with a latent time series
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor - In: The econometrics journal 12 (2009) 2, pp. 187-207
Persistent link: https://www.econbiz.de/10003875342
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Panel unit root tests in the presence of cross-sectional dependence : finite sample performance and an application
Silva, S.\de; Hadri, Kaddour; Tremayne, Andrew R. - In: The econometrics journal 12 (2009) 2, pp. 340-366
Persistent link: https://www.econbiz.de/10003875804
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Unit root inference in panel data models where the time-series dimension is fixed : a comparison of different tests
Madsen, Edith - In: The econometrics journal 13 (2010) 1, pp. 63-94
Persistent link: https://www.econbiz.de/10003975648