A simple nonstationary-volatility robust panel unit root test (Q1925842)
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scientific article; zbMATH DE number 6118329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple nonstationary-volatility robust panel unit root test |
scientific article; zbMATH DE number 6118329 |
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A simple nonstationary-volatility robust panel unit root test (English)
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27 December 2012
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\(I(1)\) series
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time-varying volatility
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cross-dependent panel
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nonlinear IV
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