Heteroscedasticity Robust Panel Unit Root Tests

DOI10.1080/07350015.2013.857612MaRDI QIDQ6666942zbMATH OpenFDO

Authors Joakim Westerlund

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2013.857612

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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