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A generalized nonlinear IV unit root test for panel data with cross-sectional dependence - MaRDI portal

A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977)

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scientific article; zbMATH DE number 6608390
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English
A generalized nonlinear IV unit root test for panel data with cross-sectional dependence
scientific article; zbMATH DE number 6608390

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    A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (English)
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    1 August 2016
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    panel unit root test
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    principal components
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    nonlinear instruments
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    cross-sectional dependence
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