Testing for seasonal unit roots in heterogeneous panels
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Publication:1927742
DOI10.1016/j.econlet.2004.06.018zbMath1255.62275OpenAlexW2129170047WikidataQ59200938 ScholiaQ59200938MaRDI QIDQ1927742
Monica Giulietti, Jeremy Smith, Jesus Otero
Publication date: 2 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/269589/files/twerp695.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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