Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions
Helmut Herwartz, Florian Siedenburg and Yabibal M. Walle
| Year of publication: |
2016
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|---|---|
| Authors: | Herwartz, Helmut ; Siedenburg, Florian ; Walle, Yabibal |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 5/7, p. 727-750
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| Subject: | Cross-sectional dependence | Fisher hypothesis | Nonstationary volatility | Panel unit root tests | Einheitswurzeltest | Unit root test | Panel | Panel study | Theorie | Theory | Fisher-Effekt | Fisher effect | Schätzung | Estimation | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2014.966638 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011589870