Nazlioglu, Saban; Lee, Junsoo; Tieslau, Margie; Karul, Cagin; You, Yu Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare. (English) Zbl 07716491 Econom. Rev. 42, No. 1, 78-97 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{S. Nazlioglu} et al., Econom. Rev. 42, No. 1, 78--97 (2023; Zbl 07716491) Full Text: DOI
Ruiz, Esther; Poncela, Pilar Factor extraction in dynamic factor models: Kalman filter versus principal components. (English) Zbl 07644938 Found. Trends Econom. 12, No. 2, 121-231 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{E. Ruiz} and \textit{P. Poncela}, Found. Trends Econom. 12, No. 2, 121--231 (2022; Zbl 07644938) Full Text: DOI
Corona, Francisco; Muriel, Nelson; González-Farías, Graciela Dynamic factor structure of team performances in Liga MX. (English) Zbl 07540766 J. Appl. Stat. 49, No. 7, 1900-1912 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{F. Corona} et al., J. Appl. Stat. 49, No. 7, 1900--1912 (2022; Zbl 07540766) Full Text: DOI
Arsova, Antonia; Örsal, Deniz Dilan Karaman Intersection tests for the cointegrating rank in dependent panel data. (English) Zbl 07552631 Commun. Stat., Simulation Comput. 49, No. 4, 918-941 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Arsova} and \textit{D. D. K. Örsal}, Commun. Stat., Simulation Comput. 49, No. 4, 918--941 (2020; Zbl 07552631) Full Text: DOI
Huang, Wenxin; Jin, Sainan; Su, Liangjun Identifying latent grouped patterns in cointegrated panels. (English) Zbl 1440.62045 Econom. Theory 36, No. 3, 410-456 (2020). MSC: 62D20 62H30 62J07 62P20 PDFBibTeX XMLCite \textit{W. Huang} et al., Econom. Theory 36, No. 3, 410--456 (2020; Zbl 1440.62045) Full Text: DOI
Dong, Chaohua; Gao, Jiti; Peng, Bin Estimation in a semiparametric panel data model with nonstationarity. (English) Zbl 1490.62238 Econom. Rev. 38, No. 8, 961-977 (2019). MSC: 62M10 62G20 62P20 PDFBibTeX XMLCite \textit{C. Dong} et al., Econom. Rev. 38, No. 8, 961--977 (2019; Zbl 1490.62238) Full Text: DOI
Larsson, Rolf; Lyhagen, Johan; Westerlund, Joakim Likelihood ratio tests for a unit root in panels with random effects. (English) Zbl 1370.62038 Statistics 51, No. 3, 627-654 (2017). MSC: 62M07 62F05 62M10 62P20 PDFBibTeX XMLCite \textit{R. Larsson} et al., Statistics 51, No. 3, 627--654 (2017; Zbl 1370.62038) Full Text: DOI
Niang, Abdou-Aziz Testing economic convergence in non-stationary panel. (English) Zbl 1397.62563 Stat. Methods Appl. 26, No. 1, 135-156 (2017). MSC: 62P20 62M10 62H25 PDFBibTeX XMLCite \textit{A.-A. Niang}, Stat. Methods Appl. 26, No. 1, 135--156 (2017; Zbl 1397.62563) Full Text: DOI
Ergemen, Yunus Emre; Velasco, Carlos Estimation of fractionally integrated panels with fixed effects and cross-section dependence. (English) Zbl 1403.62161 J. Econom. 196, No. 2, 248-258 (2017). MSC: 62M10 62H25 PDFBibTeX XMLCite \textit{Y. E. Ergemen} and \textit{C. Velasco}, J. Econom. 196, No. 2, 248--258 (2017; Zbl 1403.62161) Full Text: DOI Link
Zhou, Xingwu; Solberger, Martin A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model. (English) Zbl 1356.62159 J. Time Ser. Anal. 38, No. 1, 22-50 (2017). MSC: 62M10 62G10 PDFBibTeX XMLCite \textit{X. Zhou} and \textit{M. Solberger}, J. Time Ser. Anal. 38, No. 1, 22--50 (2017; Zbl 1356.62159) Full Text: DOI
Westerlund, Joakim; Hosseinkouchack, Mehdi; Solberger, Martin The local power of the CADF and CIPS panel unit root tests. (English) Zbl 1491.62133 Econom. Rev. 35, No. 5, 845-870 (2016). MSC: 62M10 62M07 62F05 62P20 PDFBibTeX XMLCite \textit{J. Westerlund} et al., Econom. Rev. 35, No. 5, 845--870 (2016; Zbl 1491.62133) Full Text: DOI
Westerlund, Joakim Pooled panel unit root tests and the effect of past initialization. (English) Zbl 1491.62131 Econom. Rev. 35, No. 3, 396-427 (2016). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{J. Westerlund}, Econom. Rev. 35, No. 3, 396--427 (2016; Zbl 1491.62131) Full Text: DOI
Solberger, Martin A likelihood ratio test for idiosyncratic unit roots in the exact factor model with integrated factors. (English) Zbl 1397.62323 Commun. Stat., Simulation Comput. 45, No. 6, 2032-2050 (2016). MSC: 62M10 62M07 62H25 62F05 PDFBibTeX XMLCite \textit{M. Solberger}, Commun. Stat., Simulation Comput. 45, No. 6, 2032--2050 (2016; Zbl 1397.62323) Full Text: DOI
Westerlund, Joakim; Larsson, Rolf New tools for understanding the local asymptotic power of panel unit root tests. (English) Zbl 1337.62283 J. Econom. 188, No. 1, 59-93 (2015). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{J. Westerlund} and \textit{R. Larsson}, J. Econom. 188, No. 1, 59--93 (2015; Zbl 1337.62283) Full Text: DOI
Westerlund, Joakim The power of PANIC. (English) Zbl 1332.62350 J. Econom. 185, No. 2, 495-509 (2015). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{J. Westerlund}, J. Econom. 185, No. 2, 495--509 (2015; Zbl 1332.62350) Full Text: DOI
Westerlund, Joakim The effect of recursive detrending on panel unit root tests. (English) Zbl 1332.62349 J. Econom. 185, No. 2, 453-467 (2015). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{J. Westerlund}, J. Econom. 185, No. 2, 453--467 (2015; Zbl 1332.62349) Full Text: DOI
Pedroni, Peter L.; Vogelsang, Timothy J.; Wagner, Martin; Westerlund, Joakim Nonparametric rank tests for non-stationary panels. (English) Zbl 1332.62337 J. Econom. 185, No. 2, 378-391 (2015). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{P. L. Pedroni} et al., J. Econom. 185, No. 2, 378--391 (2015; Zbl 1332.62337) Full Text: DOI Link
Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi Panel unit root tests in the presence of a multifactor error structure. (English) Zbl 1283.62178 J. Econom. 175, No. 2, 94-115 (2013). MSC: 62M07 91G70 PDFBibTeX XMLCite \textit{M. H. Pesaran} et al., J. Econom. 175, No. 2, 94--115 (2013; Zbl 1283.62178) Full Text: DOI Link
Westerlund, Joakim; Larsson, Rolf Testing for a unit root in a random coefficient panel data model. (English) Zbl 1441.62902 J. Econom. 167, No. 1, 254-273 (2012). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{J. Westerlund} and \textit{R. Larsson}, J. Econom. 167, No. 1, 254--273 (2012; Zbl 1441.62902) Full Text: DOI Link
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre Cross-sectional dependence robust block bootstrap panel unit root tests. (English) Zbl 1441.62826 J. Econom. 163, No. 1, 85-104 (2011). MSC: 62P20 62M10 62G09 62M07 PDFBibTeX XMLCite \textit{F. C. Palm} et al., J. Econom. 163, No. 1, 85--104 (2011; Zbl 1441.62826) Full Text: DOI Link