A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility
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Publication:1695532
DOI10.1007/s00180-017-0784-5zbMath1417.62246OpenAlexW2775473679MaRDI QIDQ1695532
Yabibal M. Walle, Helmut Herwartz
Publication date: 7 February 2018
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-017-0784-5
resamplingnonstationary processesheteroskedasticitycross sectional dependencestationarity of GDP per capita
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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