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A simple nonstationary-volatility robust panel unit root test
Demetrescu, Matei; Hanck, Christoph - In: Economics letters 117 (2012) 1, pp. 10-13
Persistent link: https://www.econbiz.de/10009697993
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Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei; Sibbertsen, Philipp - In: Economics letters 144 (2016), pp. 80-84
Persistent link: https://www.econbiz.de/10011617209