Nonlinear IV panel unit root testing under structural breaks in the error variance
Year of publication: |
2013
|
---|---|
Authors: | Demetrescu, Matei ; Hanck, Christoph |
Published in: |
Statistical Papers. - Springer. - Vol. 54.2013, 4, p. 1043-1066
|
Publisher: |
Springer |
Subject: | Panel unit roots | Nonlinear instrumental variables | Structural breaks | Heteroskedasticity | Eicker-White standard errors |
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