Heteroskedasticity robust panel unit root tests

Joakim Westerlund

Working Papers from Deakin University, Department of Economics

Keywords: Unit root test; Panel data; Unconditional heteroskedasticity; GARCH; Crosssection dependence; Common factors (search for similar items in EconPapers)
Date: 2014-01-01
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Journal Article: Heteroscedasticity Robust Panel Unit Root Tests (2014)
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