Testing for Panel Unit Roots under General Cross-sectional Dependence
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Publication:2816711
DOI10.1080/03610918.2013.879178zbMath1359.62350OpenAlexW2082379211MaRDI QIDQ2816711
H. E. T. Holgersson, Ghazi Shukur, Kristofer Månsson
Publication date: 25 August 2016
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://static.sys.kth.se/itm/wp/cesis/cesiswp327.pdf
Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Non-Markovian processes: hypothesis testing (62M07)
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