Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373)
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scientific article; zbMATH DE number 7537832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions |
scientific article; zbMATH DE number 7537832 |
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Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (English)
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7 June 2022
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cross-sectional dependence
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Fisher hypothesis
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nonstationary volatility
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panel unit root tests
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