Testing for unit roots in panels with a factor structure /

Liknande verk

• Testing for seasonal unit roots in periodic integrated autoregressive processes /
  av: Castro, Tomas Del Barrio.
• Regime-switching autoregressive coefficients and the asymptotics for unit root tests : Notes and problems /
  av: Cavaliere, Giuseppe.
• Admissible and nonadmissible tests in unit-root-like situations /
  av: Ploberger, Werner.
• Bootstrap unit root tests for time series with nonstationary volatility /
  av: Cavaliere, Giuseppe.
• Unit root test in a threshold autoregression : Asymptotic theory and residual-based block bootstrap /
  av: Seo, Myung Hwan.