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Testing for stationarity in heterogeneous panel data in the case of model misspecification
Rao, Yao; Hadri, Kaddour; Bu, Ruijun - In: Bulletin of economic research 62 (2010) 3, pp. 209-225
Persistent link: https://www.econbiz.de/10003993597
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Panel stationarity test with structural breaks
Hadri, Kaddour; Rao, Yao - In: Oxford bulletin of economics and statistics 70 (2008) 2, pp. 245-269
Persistent link: https://www.econbiz.de/10003679742
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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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Is MORE LESS? : the role of data augmentation in testing for structural breaks
Rao, Yao; McCabe, Brendan Peter Martin - In: Economics letters 155 (2017), pp. 131-134
Persistent link: https://www.econbiz.de/10011821631
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Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji - In: Journal of time series econometrics 7 (2015) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
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Confidence sets for the date of a mean shift at the end of a sample
Kurozumi, Eiji - 2017
Persistent link: https://www.econbiz.de/10011962352
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Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji - In: Econometric reviews 39 (2020) 5, pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
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Estimation of disequilibrium models using the MGF and the CF estimators
Hadri, Kaddour - 1993
Persistent link: https://www.econbiz.de/10000887433
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A note on Sargan densities
Hadri, Kaddour - In: Journal of econometrics 71 (1996) 1, pp. 285-290
Persistent link: https://www.econbiz.de/10001194732
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Change-point estimators with the weighted objective function when estimating breaks one at a time
Tayanagi, Toshikazu; Kurozumi, Eiji - 2023
Persistent link: https://www.econbiz.de/10014426316