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Wavelet energy ratio unit root tests
Trokić, Mirza
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
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Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method
Li, Yushu
;
Shukur, Ghazi
- In:
Computational Economics
41
(
2013
)
1
,
pp. 59-69
apply a residual based
wavestrapping
methodology to reduce the over biased size problem brought up by the cross correlation …
Persistent link: https://www.econbiz.de/10010989293
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