A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility
type: Item
instance of: scholarly article
title: A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility
zbMATH Open document ID: 1417.62246
author: Helmut Herwartz
author: Yabibal M. Walle
published in: Computational Statistics
publication date: 2018-02-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6835791
zbMATH Keywords: nonstationary processes
zbMATH Keywords: resampling
zbMATH Keywords: heteroskedasticity
zbMATH Keywords: cross sectional dependence
zbMATH Keywords: stationarity of GDP per capita
MaRDI profile type: Publication
full work available at URL: s00180-017-0784-5
OpenAlex ID: W2775473679
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DOI: 10.1007/S00180-017-0784-5
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description: scientific article; zbMATH DE number 6835791