On combining evidence from heteroskedasticity robust panel unit root tests in pooled regressions
Year of publication: |
2019
|
---|---|
Authors: | Arnold, Martin C. ; Hanck, Christoph |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 12.2019, 3, p. 1-22
|
Publisher: |
Basel : MDPI |
Subject: | panel unit root | inflation | nonstationary volatility | multiple testing |
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