A simple nonstationary-volatility robust panel unit root test
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More about this item
KeywordsI(1) series; Time-varying volatility; Cross-dependent panel; Nonlinear IV;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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