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Heteroskedasticity‐Robust Unit Root Testing for Trending Panels - MaRDI portal

Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524)

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scientific article; zbMATH DE number 7119458
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English
Heteroskedasticity‐Robust Unit Root Testing for Trending Panels
scientific article; zbMATH DE number 7119458

    Statements

    title
    Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (English)
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    author
    Helmut Herwartz
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    Simone Maxand
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    Yabibal M. Walle
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    publication date
    18 October 2019
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    zbMATH Keywords
    panel unit root tests
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    non-stationary volatility
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    cross-sectional dependence
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    near epoch dependence
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    energy use per capita
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    cites work
    Q5475042
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M07
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    60F05
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    91B84
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    62P20
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    zbMATH DE Number
    7119458
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    OpenAlex ID
    W2729000395
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    Wikidata QID
    Q128366334
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    DOI
    10.1111/JTSA.12446
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