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Residual based tests for cointegration in dependent panels

Chang, Yoosoon; Nguyen, Chi Mai - In: Journal of econometrics 168 (2012) 2, pp. 504-520

Persistent link: https://www.econbiz.de/10009614609

Bootstrap unit root tests in panels with cross-sectional dependency

Chang, Yoosoon - 2000

Persistent link: https://www.econbiz.de/10001512323

Vector autoregressions with unknown mixtures of /(0), /(1), and /(2) components

Chang, Yoosoon - In: Econometric theory 16 (2000) 6, pp. 905-926

Persistent link: https://www.econbiz.de/10001548342

Nonlinear IV unit root tests in panels with cross-sectional dependency

Chang, Yoosoon - In: Journal of econometrics 110 (2002) 2, pp. 261-292

Persistent link: https://www.econbiz.de/10001703514

Bootstrap unit root tests in panels with cross-sectional dependency

Chang, Yoosoon - In: Journal of econometrics 120 (2004) 2, pp. 263-293

Persistent link: https://www.econbiz.de/10002028633

Essays on time series and panel data econometrics

Song, Wonho; Song, Wonho - 2003

This dissertation consists of three essays on time series and panel data econometrics. The first essay considers the bootstrap method for the covariates augmented Dickey-Fuller (CADF) unit root test suggested by Hansen (1995). It is known that the CADF test is very powerful. However, its limit...

Persistent link: https://www.econbiz.de/10009441969