Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M07 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / zbMATH DE Number: 6224842 / rank | |||
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panel unit roots | |||
| Property / zbMATH Keywords: panel unit roots / rank | |||
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nonlinear instrumental variables | |||
| Property / zbMATH Keywords: nonlinear instrumental variables / rank | |||
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structural breaks | |||
| Property / zbMATH Keywords: structural breaks / rank | |||
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heteroskedasticity | |||
| Property / zbMATH Keywords: heteroskedasticity / rank | |||
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Eicker-White standard errors | |||
| Property / zbMATH Keywords: Eicker-White standard errors / rank | |||
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Revision as of 12:30, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear IV panel unit root testing under structural breaks in the error variance |
scientific article |
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Nonlinear IV panel unit root testing under structural breaks in the error variance (English)
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11 November 2013
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panel unit roots
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nonlinear instrumental variables
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structural breaks
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heteroskedasticity
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Eicker-White standard errors
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