Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity
Year of publication: |
2010-07-22
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Authors: | HASHIGUCHI, Yoshihiro ; HAMORI, Shigeyuki |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | panel unit root test | CIPS test | heteroskedasticity | cross-section dependence |
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