Unit root test for short panels with serially correlated errors

DOI10.1080/03610926.2015.1076471zbMath1422.62205OpenAlexW3124758105MaRDI QIDQ4976264

Kazuhiko Hayakawa

Publication date: 27 July 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1076471

zbMATH Keywords

generalized method of momentspanel dataGMMinstrumental variablesunit root testARMA structure

Mathematics Subject Classification ID

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

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