Unit root testing in heteroscedastic panels using the Cauchy estimator
Year of publication: |
2012
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Authors: | Demetrescu, Matei ; Hanck, Christoph |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 30.2012, 2, p. 256-264
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Subject: | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Schätzung | Estimation | Panel | Panel study | Heteroskedastizität | Heteroscedasticity |
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