Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930): Difference between revisions

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+https://doi.org/10.1007/s00362-013-0502-5
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+W2084574770
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+Unit Root Tests under Time-Varying Variances
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+Testing for unit roots in time series models with non-stationary volatility
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+BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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+Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility
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+Testing for co-integration in vector autoregressions with non-stationary volatility
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+Nonlinear IV unit root tests in panels with cross-sectional dependency.
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+Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies
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+Nonlinear econometric models with cointegrated and deterministically trending regressors
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+Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes
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+On the Dickey-Fuller test with white standard errors
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Q5621854
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+The error-in-rejection probability of meta-analytic panel tests
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+Heteroskedasticity-robust inference in finite samples
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+FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF  INTEGRATED TIME SERIES
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+Ergodic Property of the Brownian Motion Process
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+A Score Based Approach to Wild Bootstrap Inference
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+Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
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+Incidental trends and the power of panel unit root tests
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+Tests for Unit Roots and the Initial Condition
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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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+Inference in Autoregression under Heteroskedasticity
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+Nonlinear instrumental variable estimation of an autoregression.
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+CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS  TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
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+Recursive mean adjustment in time-series inferences
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+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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