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- 2016
-
Mark
The Asymptotic Distribution of the CADF Unit Root Test in the Presence of Heterogeneous AR(p) Errors
(
- Contribution to journal › Article
-
Mark
A Simple Test for Nonstationarity in Mixed Panels: A Further Investigation
(
- Contribution to specialist publication or newspaper › Specialist publication article
- 2015
-
Mark
Panicca: Panic on Cross-Section Averages
(
- Contribution to journal › Article
-
Mark
The Effect of Recursive Detrending on Panel Unit Root Tests
(
- Contribution to journal › Article
-
Mark
PANICCA - PANIC on Cross-Section Averages
2015) In Journal of Applied Econometrics(
- Working paper/Preprint › Working paper
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Mark
The Power of PANIC
(
- Contribution to journal › Article
-
Mark
Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem: Using Covariates to Resolve the Incidental Trend Problem
(
- Contribution to journal › Article
- 2014
-
Mark
Heteroskedasticity Robust Panel Unit Root Tests
(
- Contribution to journal › Article
-
Mark
On the Choice of Test for a Unit Root when the Errors are Conditionally Heteroskedastic
(
- Contribution to journal › Article
-
Mark
A Simple Test for Nonstationarity in Mixed Panels with Incidental Trends
(
- Contribution to journal › Article
- 2009
-
Mark
A note on the use of the LLC panel unit root test
(
- Contribution to journal › Article
- 2007
-
Mark
Finite-sample distribution of a recursively mean-adjusted panel data unit root test
(
- Contribution to journal › Article
- 2005
-
Mark
Using panel data to increase the power of modified unit root tests in the presence of structural breaks
(
- Contribution to journal › Article