Generalized fixed‐T panel unit root tests

DOI10.1111/SJOS.12392zbMath1443.62230OpenAlexW2921886727WikidataQ128232554 ScholiaQ128232554MaRDI QIDQ3299032

Elias Tzavalis, Yiannis Karavias

Publication date: 17 July 2020

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12392

zbMATH Keywords

serial correlationunit rootpanel datastructural breaksfixed \(\mathrm{T}\)nonlinear trends

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Non-Markovian processes: hypothesis testing (62M07) Causal inference from observational studies (62D20)

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