Author of the publication

Comparison of panel unit root tests under cross sectional dependence

, and . Economics Letters, 89 (1): 12--17 (October 2005)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Bootstrapping volatility spillover index., and . Communications in Statistics - Simulation and Computation, 49 (1): 66-78 (2020)Corrigendum to "Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data": Computational Statistics and Data Analysis 49/4 (2005) 1192-1204., , , , and . Comput. Stat. Data Anal., 50 (2): 584 (2006)A unified Bayesian inference on treatment means with order constraints., and . Comput. Stat. Data Anal., 55 (1): 924-934 (2011)Semiparametric unit root tests based on symmetric estimators, and . Statistics & Probability Letters, 33 (2): 177--184 (Apr 30, 1997)New tests for unit roots in autoregressive processes with possibly infinite variance errors, and . Statistics & Probability Letters, 44 (4): 387--397 (Oct 1, 1999)Asymmetry and nonstationarity for a seasonal time series model, and . Journal of Econometrics, 136 (1): 89--114 (January 2007)Recursive mean adjustment and tests for nonstationarities, and . Economics Letters, 75 (2): 203--208 (April 2002)A note on stationarity of the MTAR process on the boundary of the stationarity region, and . Economics Letters, 73 (3): 263--268 (December 2001)Recursive mean adjustment for panel unit root tests, , and . Economics Letters, 84 (3): 433--439 (September 2004)A study on misspecified nonstationary autoregressive time series with a unit root, and . Journal of Time Series Analysis, 18 (5): 475--484 (244 09 1997)doi: 10.1111/1467-9892.00063.