Unit root testing in heteroscedastic panels using the Cauchy estimator
Matei Demetrescu; Christoph Hanck
| Year of publication: |
2012
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|---|---|
| Authors: | Demetrescu, Matei ; Hanck, Christoph |
| 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. 30.2012, 2, p. 256-264
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| Subject: | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Panel | Panel study | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10009657345