A simple nonstationary-volatility robust panel unit root test
type: Item
instance of: scholarly article
title: A simple nonstationary-volatility robust panel unit root test
zbMATH Open document ID: 1254.91576
author: Matei Demetrescu
author: Christoph Hanck
published in: Economics Letters
publication date: 2012-12-27T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62M07
zbMATH DE Number: 6118329
zbMATH Keywords: \(I(1)\) series
zbMATH Keywords: time-varying volatility
zbMATH Keywords: cross-dependent panel
zbMATH Keywords: nonlinear IV
MaRDI profile type: Publication
full work available at URL: j.econlet.2012.04.067
OpenAlex ID: W1986968060
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DOI: 10.1016/J.ECONLET.2012.04.067
description: scientific article; zbMATH DE number 6118329