Unit root testing in heteroskedastic panels using the Cauchy estimator

Matei Demetrescu; Christoph Hanck

Year of publication:	2010 ; Preliminary version: February 27, 2010
Authors:	Demetrescu, Matei ; Hanck, Christoph
Published in:	Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010 : Ökonomie der Familie Session: analysing macroeconomic panel data sets ; V2
Publisher:	Kiel : ZBW
Subject:	Einheitswurzeltest \| Unit root test \| Panel \| Panel study \| Schätztheorie \| Estimation theory \| Heteroskedastizität \| Heteroscedasticity \| Schätzung \| Estimation \| Monte-Carlo-Simulation \| Monte Carlo simulation

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