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Unit roots, cointegration, and pretesting in VAR models
Gospodinov, Nikolaj; Herrera, Ana María; Pesavento, Elena - In: VAR models in macroeconomics - new developments and …, (pp. 81-115). 2013
Persistent link: https://www.econbiz.de/10010252338
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Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon - 2000
Persistent link: https://www.econbiz.de/10001512323
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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
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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
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Taking a new contour : a novel approach to panel unit root tests
Chang, Yoosoon - In: Journal of econometrics 169 (2012) 1, pp. 15-28
Persistent link: https://www.econbiz.de/10009666773
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Taking a new contour : a novel approach to panel unit root tests
Chang, Yoosoon (contributor) - 2004
Persistent link: https://www.econbiz.de/10003273567
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Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon - 2000
Persistent link: https://www.econbiz.de/10001462916
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Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - 2001
Persistent link: https://www.econbiz.de/10001618853
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Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - In: Journal of econometrics 118 (2004) 1/2, pp. 219-246
Persistent link: https://www.econbiz.de/10001823127
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On the asymptotics of ADF tests for unit roots
Chang, Yoosoon; Park, Joon Y. - In: Econometric reviews 21 (2002) 4, pp. 431-447
Persistent link: https://www.econbiz.de/10001718224