A simple nonstationary-volatility robust panel unit root test
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DOI: 10.1016/j.econlet.2012.04.067
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References listed on IDEAS
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Citations
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Cited by:
- Herwartz, Helmut & Maxand, Simone & Walle, Yabibal M., 2017. "Heteroskedasticity-robust unit root testing for trending panels," Center for European, Governance and Economic Development Research Discussion Papers 314, University of Goettingen, Department of Economics.
- Ledoit, Olivier & Wolf, Michael, 2015.
"Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions,"
Journal of Multivariate Analysis,
Elsevier, vol. 139(C), pages 360-384.
- Olivier Ledoit & Michael Wolf, 2013. "Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions," ECON - Working Papers 105, Department of Economics - University of Zurich, revised Jul 2013.
- Yabibal M. Walle, 2014. "Revisiting the Finance–Growth Nexus in Sub-Saharan Africa: Results from Error Correction-based Panel Cointegration Tests," African Development Review, African Development Bank, vol. 26(2), pages 310-321, June.
- Herwartz, Helmut & Walle, Yabibal M., 2014. "Openness and the finance-growth nexus," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 235-247.
- Herwartz, Helmut & Theilen, Bernd, 2014. "Partisan influence on social spending under market integration, fiscal pressure and institutional change," European Journal of Political Economy, Elsevier, vol. 34(C), pages 409-424.
More about this item
Keywords
I(1) series; Time-varying volatility; Cross-dependent panel; Nonlinear IV;JEL classification:
- 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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