Robust panel unit root tests for cross-sectionally dependent multiple time series
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Publication:2445736
DOI10.1016/j.csda.2010.02.011zbMath1284.62571MaRDI QIDQ2445736
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.02.011
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Cites Work
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