Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
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- Type
- article
- Published
- 2002-10-01
- Cited by
- 423
- References
- 27
- Access
- Open access
- OpenAlex
- https://openalex.org/W1976801657
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:2879772
Keywords
Mathematics, Unit root, Statistics, Test statistic, Dependency (UML)
References
- Nonstationary Index Models
- A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
- Unit root tests for panel data
- Unit root tests in panel data: asymptotic and finite-sample properties
- Panel unit root tests and real exchange rates
- Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
- On limit processes for a class of additive functional of recurrent diffusion processes
- The foreign-exchange costs of central bank intervention: evidence from Sweden
- Recursive mean adjustment in time-series inferences
- Introduction to Statistical Time Series (2nd ed.)
- Searching for stationarity: Purchasing power parity under the current float
- Asymptotics for Linear Processes
- Purchasing power parity and unit root tests using panel data
- Testing for a Unit Root in Time Series Regression
- Nonlinear econometric models with cointegrated and deterministically trending regressors
- Time series regression with a unit root
- ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- Time Series Regression With a Unit Root and Infinite-Variance Errors
- Time Series: Theory and Methods
- Nonlinear Regressions with Integrated Time Series
Cited by
- Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data
- Pollution Havens: a Spatial Panel VAR Approach
- Estimation and inference in cross-sectionally dependent panel data models
- Croissance et hiérarchie urbaines dans les pays émergents
- Centre for International Capital Markets
- What Makes Oil Revenue Funds Effective
- Panel Unit Root Tests: A Review
- The Impact of Globalization on Economic Growth.
- DYNAMIC PANEL DATA MODELS WITH SPATIALLY CORRELATED DISTURBANCES
- Testing the Unit Root Hypothesis in a Nonlinear Dynamic Panel where the Time Dimension is Fixed
- Revenue autonomy and regional growth: an analysis for the 25 year-process of fiscal decentralisation in Spain
- On Non Parametric Regression and Panel Unit Root Testing
- On Bootstrap Evaluation of Tests for Unit Root and Cointegration
- Block bootstrap panel unit root tests with deterministic terms
- Unit root testing in panel and time series models : new testsand economic applications
- Likelihood-Based Tests for Common and Idiosyncratic Unit Roots in the Exact Factor Model
- Essays on Real Exchange Rates and Theoretical Monetary Aggregation
- Free trade in Euro-Mediterranean agriculture : an economic perspective of Turkey
- An Empirical Analysis of Nonstationarity in Panels of ExchangeRates and Interest Rates with Factors
- Panel unit root testing and the martingale difference hypothesis for German stocks
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