Heterocedasticity robust panel unit root tests
Joakim Westerlund
| Year of publication: |
2014
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|---|---|
| Authors: | Westerlund, Joakim |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 32.2014, 1, p. 112-135
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| Subject: | Common factors | Cross-section dependence | GARCH | Panel data | Unconditional heteroscedasticity | Panel | Panel study | Einheitswurzeltest | Unit root test | Theorie | Theory | Robustes Verfahren | Robust statistics | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Schätzung | Estimation | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010380473