Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930)
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English | Nonlinear IV panel unit root testing under structural breaks in the error variance |
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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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