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Are US real house prices stationary? : new evidence from univariate and panel data

Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011431067

Globalisation and cointegration among the states and convergence across the continents : a panel data analysis

De, Utpal Kumar - In: Economic analysis and policy : EAP ; journal of the … 44 (2014) 1, pp. 107-121

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Econometric analysis of non-stationary spatial panel data

Beenstock, Michael; Felsenstein, Daniel - 2019

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The Econometric analysis of non-stationary spatial panel data

Beenstock, Michael; Felsenstein, Daniel - 2019

and Econometrics -- 4 The Spatial Conectivity Matrix -- 5 Unit Root and Cointegration Tests in Spatial Cross-Section Data … -- 6 Spatial Vector Autoregressions -- 7 Unit Root and Cointegration Tests for Spatially Dependent Panel Data -- 8 … Cointegration in Non-Stationary Panel Data -- 9 Spatial Vector Error Correction -- 10 Strong and Weak Cross-Section Dependence in …

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Estimates and inferences in accounting panel data sets : comparing approaches

Canitz, Felix; Ballis-Papanastasiou, Panagiotis; … - In: Journal of risk finance : the convergence of financial … 18 (2017) 3, pp. 268-283

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Reflections on "testing for unit roots in heterogeneous panels"

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 2023

Persistent link: https://www.econbiz.de/10013530823

Reflections on "testing for unit roots in heterogeneous panels"

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 2023

This article is our personal perspective on the IPS test and the subsequent developments of unit root and cointegration …

Persistent link: https://www.econbiz.de/10013494205

Are the current accounts of Asian-5 economies mean-reverting? : new evidence from Fourier panel stationarity tests

Husein, Jamal; Kara, S. Murat; Pier, Chuck - In: Cogent economics & finance 11 (2023) 2, pp. 1-11

mainly employed traditional unit-root tests, our research stands out for its use of novel panel stationarity tests that …

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Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break

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Are stock prices stationary? : some new evidence from a panel data approach

Shen, Xin; Holmes, Mark J. - In: Studies in economics and finance 31 (2014) 4, pp. 387-405

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