Nonlinear IV panel unit root testing under structural breaks in the error variance
type: Item
instance of: scholarly article
title: Nonlinear IV panel unit root testing under structural breaks in the error variance
zbMATH Open document ID: 1416.62462
author: Matei Demetrescu
author: Christoph Hanck
published in: Statistical Papers
publication date: 2013-11-11T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6224842
zbMATH Keywords: panel unit roots
zbMATH Keywords: nonlinear instrumental variables
zbMATH Keywords: structural breaks
zbMATH Keywords: heteroskedasticity
zbMATH Keywords: Eicker-White standard errors
MaRDI profile type: Publication
full work available at URL: s00362-013-0502-5
OpenAlex ID: W2084574770
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DOI: 10.1007/S00362-013-0502-5
description: scientific article; zbMATH DE number 6224842