Cross-sectional dependence robust block bootstrap panel unit root tests
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Publication:102088
DOI10.1016/j.jeconom.2010.11.010zbMath1441.62826OpenAlexW2166911879WikidataQ59107885 ScholiaQ59107885MaRDI QIDQ102088
Jean-Pierre Urbain, Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbain, Stephan Smeekes, Franz C. Palm
Publication date: July 2011
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://cris.maastrichtuniversity.nl/en/publications/bed62ce6-884d-4ed9-acd7-ddcbf37bb063
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Non-Markovian processes: hypothesis testing (62M07)
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