Lessons from a Decade of IPS and LLC

DOI10.1080/07474938.2013.741023zbMath1491.62132OpenAlexW1998374226MaRDI QIDQ5080584

Jörg Breitung, Joakim Westerlund

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2013.741023

zbMATH Keywords

unit root testscross-section dependencenon-stationary panel datamultidimensional limits

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

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