Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator
Year of publication: 
2010


Authors:  Demetrescu, Matei ; Hanck, Christoph 
Publisher: 
Frankfurt a. M. : Verein für Socialpolitik 
Subject:  Integrated process  Timevarying variance  Nonstationary volatility  Asymptotic normality  Crossdependent panel  Joint asymptotics 

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