A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility

DOI10.1007/s00180-017-0784-5zbMath1417.62246OpenAlexW2775473679MaRDI QIDQ1695532

Yabibal M. Walle, Helmut Herwartz

Publication date: 7 February 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0784-5

zbMATH Keywords

resamplingnonstationary processesheteroskedasticitycross sectional dependencestationarity of GDP per capita

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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Forward detrending for heteroskedasticity-robust panel unit root testing

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