Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930)
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scientific article; zbMATH DE number 6224842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear IV panel unit root testing under structural breaks in the error variance |
scientific article; zbMATH DE number 6224842 |
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Nonlinear IV panel unit root testing under structural breaks in the error variance (English)
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11 November 2013
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panel unit roots
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nonlinear instrumental variables
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structural breaks
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heteroskedasticity
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Eicker-White standard errors
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