TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION

DOI10.1111/j.1467-8586.2009.00327.xzbMath1192.62257OpenAlexW2118643984MaRDI QIDQ3576891

Yao Rao, Kaddour Hadri, Ruijun Bu

Publication date: 3 August 2010

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-8586.2009.00327.x

zbMATH Keywords

model misspecificationstationarity testheterogeneous panel data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Inference from stochastic processes (62M99)

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