Nonlinear IV panel unit root testing under structural breaks in the error variance
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Publication:379930
DOI10.1007/s00362-013-0502-5zbMath1416.62462OpenAlexW2084574770MaRDI QIDQ379930
Christoph Hanck, Matei Demetrescu
Publication date: 11 November 2013
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-013-0502-5
structural breaksheteroskedasticityEicker-White standard errorsnonlinear instrumental variablespanel unit roots
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
Related Items
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